NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	2.970	2.948	-0.022	-0.7%	2.928
High	2.986	3.020	0.034	1.1%	3.013
Low	2.910	2.948	0.038	1.3%	2.905
Close	2.932	2.972	0.040	1.4%	2.923
Range	0.076	0.072	-0.004	-5.3%	0.108
ATR	0.083	0.083	0.000	0.4%	0.000
Volume	18,505	15,950	-2,555	-13.8%	95,443

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.196	3.156	3.012
R3	3.124	3.084	2.992
R2	3.052	3.052	2.985
R1	3.012	3.012	2.979	3.032
PP	2.980	2.980	2.980	2.990
S1	2.940	2.940	2.965	2.960
S2	2.908	2.908	2.959
S3	2.836	2.868	2.952
S4	2.764	2.796	2.932

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.271	3.205	2.982
R3	3.163	3.097	2.953
R2	3.055	3.055	2.943
R1	2.989	2.989	2.933	2.968
PP	2.947	2.947	2.947	2.937
S1	2.881	2.881	2.913	2.860
S2	2.839	2.839	2.903
S3	2.731	2.773	2.893
S4	2.623	2.665	2.864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.020	2.896	0.124	4.2%	0.077	2.6%	61%	True	False	21,037
10	3.020	2.896	0.124	4.2%	0.070	2.3%	61%	True	False	18,717
20	3.118	2.793	0.325	10.9%	0.079	2.7%	55%	False	False	19,108
40	3.254	2.770	0.484	16.3%	0.085	2.8%	42%	False	False	16,270
60	3.254	2.750	0.504	17.0%	0.077	2.6%	44%	False	False	13,040
80	3.254	2.750	0.504	17.0%	0.076	2.6%	44%	False	False	11,293
100	3.254	2.750	0.504	17.0%	0.078	2.6%	44%	False	False	10,095

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.326
2.618	3.208
1.618	3.136
1.000	3.092
0.618	3.064
HIGH	3.020
0.618	2.992
0.500	2.984
0.382	2.976
LOW	2.948
0.618	2.904
1.000	2.876
1.618	2.832
2.618	2.760
4.250	2.642

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	2.984	2.968
PP	2.980	2.964
S1	2.976	2.961

Download as Excel Spreadsheet

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

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