NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	2.950	2.879	-0.071	-2.4%	2.922
High	2.958	2.905	-0.053	-1.8%	2.967
Low	2.879	2.821	-0.058	-2.0%	2.870
Close	2.884	2.831	-0.053	-1.8%	2.918
Range	0.079	0.084	0.005	6.3%	0.097
ATR	0.062	0.063	0.002	2.6%	0.000
Volume	28,996	34,773	5,777	19.9%	126,120

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.052	2.877
R3	3.020	2.968	2.854
R2	2.936	2.936	2.846
R1	2.884	2.884	2.839	2.868
PP	2.852	2.852	2.852	2.845
S1	2.800	2.800	2.823	2.784
S2	2.768	2.768	2.816
S3	2.684	2.716	2.808
S4	2.600	2.632	2.785

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.161	2.971
R3	3.112	3.064	2.945
R2	3.015	3.015	2.936
R1	2.967	2.967	2.927	2.943
PP	2.918	2.918	2.918	2.906
S1	2.870	2.870	2.909	2.846
S2	2.821	2.821	2.900
S3	2.724	2.773	2.891
S4	2.627	2.676	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.987	2.821	0.166	5.9%	0.078	2.8%	6%	False	True	33,321
10	3.015	2.821	0.194	6.9%	0.061	2.2%	5%	False	True	25,593
20	3.103	2.821	0.282	10.0%	0.060	2.1%	4%	False	True	24,939
40	3.293	2.821	0.472	16.7%	0.058	2.1%	2%	False	True	23,794
60	3.343	2.821	0.522	18.4%	0.061	2.2%	2%	False	True	21,387
80	3.383	2.821	0.562	19.9%	0.064	2.2%	2%	False	True	19,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.262
2.618	3.125
1.618	3.041
1.000	2.989
0.618	2.957
HIGH	2.905
0.618	2.873
0.500	2.863
0.382	2.853
LOW	2.821
0.618	2.769
1.000	2.737
1.618	2.685
2.618	2.601
4.250	2.464

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.863	2.904
PP	2.852	2.880
S1	2.842	2.855

Download as Excel Spreadsheet

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

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