NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	2.150	2.215	0.065	3.0%	2.194
High	2.197	2.248	0.051	2.3%	2.213
Low	2.149	2.173	0.024	1.1%	2.087
Close	2.180	2.224	0.044	2.0%	2.180
Range	0.048	0.075	0.027	56.3%	0.126
ATR	0.065	0.066	0.001	1.1%	0.000
Volume	16,096	15,503	-593	-3.7%	91,295

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.440	2.407	2.265
R3	2.365	2.332	2.245
R2	2.290	2.290	2.238
R1	2.257	2.257	2.231	2.274
PP	2.215	2.215	2.215	2.223
S1	2.182	2.182	2.217	2.199
S2	2.140	2.140	2.210
S3	2.065	2.107	2.203
S4	1.990	2.032	2.183

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.538	2.485	2.249
R3	2.412	2.359	2.215
R2	2.286	2.286	2.203
R1	2.233	2.233	2.192	2.197
PP	2.160	2.160	2.160	2.142
S1	2.107	2.107	2.168	2.071
S2	2.034	2.034	2.157
S3	1.908	1.981	2.145
S4	1.782	1.855	2.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.248	2.087	0.161	7.2%	0.073	3.3%	85%	True	False	18,487
10	2.329	2.087	0.242	10.9%	0.061	2.8%	57%	False	False	18,937
20	2.451	2.087	0.364	16.4%	0.057	2.6%	38%	False	False	14,495
40	2.602	2.087	0.515	23.2%	0.062	2.8%	27%	False	False	10,883
60	2.809	2.087	0.722	32.5%	0.056	2.5%	19%	False	False	8,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.567
2.618	2.444
1.618	2.369
1.000	2.323
0.618	2.294
HIGH	2.248
0.618	2.219
0.500	2.211
0.382	2.202
LOW	2.173
0.618	2.127
1.000	2.098
1.618	2.052
2.618	1.977
4.250	1.854

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	2.220	2.216
PP	2.215	2.207
S1	2.211	2.199

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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