NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	2.873	2.905	0.032	1.1%	2.860
High	2.902	2.954	0.052	1.8%	3.050
Low	2.842	2.893	0.051	1.8%	2.833
Close	2.886	2.930	0.044	1.5%	2.924
Range	0.060	0.061	0.001	1.7%	0.217
ATR	0.104	0.101	-0.003	-2.5%	0.000
Volume	16,857	12,330	-4,527	-26.9%	57,866

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.109	3.080	2.964
R3	3.048	3.019	2.947
R2	2.987	2.987	2.941
R1	2.958	2.958	2.936	2.973
PP	2.926	2.926	2.926	2.933
S1	2.897	2.897	2.924	2.912
S2	2.865	2.865	2.919
S3	2.804	2.836	2.913
S4	2.743	2.775	2.896

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.472	3.043
R3	3.370	3.255	2.984
R2	3.153	3.153	2.964
R1	3.038	3.038	2.944	3.096
PP	2.936	2.936	2.936	2.964
S1	2.821	2.821	2.904	2.879
S2	2.719	2.719	2.884
S3	2.502	2.604	2.864
S4	2.285	2.387	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.050	2.842	0.208	7.1%	0.102	3.5%	42%	False	False	14,652
10	3.050	2.818	0.232	7.9%	0.100	3.4%	48%	False	False	11,969
20	3.050	2.809	0.241	8.2%	0.090	3.1%	50%	False	False	10,131
40	3.125	2.746	0.379	12.9%	0.095	3.3%	49%	False	False	8,423
60	3.268	2.746	0.522	17.8%	0.104	3.5%	35%	False	False	7,649
80	3.800	2.746	1.054	36.0%	0.097	3.3%	17%	False	False	6,478

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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.213
2.618	3.114
1.618	3.053
1.000	3.015
0.618	2.992
HIGH	2.954
0.618	2.931
0.500	2.924
0.382	2.916
LOW	2.893
0.618	2.855
1.000	2.832
1.618	2.794
2.618	2.733
4.250	2.634

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	2.928	2.939
PP	2.926	2.936
S1	2.924	2.933

Download as Excel Spreadsheet

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

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