NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	2.827	2.812	-0.015	-0.5%	2.950
High	2.852	2.856	0.004	0.1%	2.989
Low	2.812	2.801	-0.011	-0.4%	2.760
Close	2.818	2.821	0.003	0.1%	2.808
Range	0.040	0.055	0.015	37.5%	0.229
ATR	0.058	0.058	0.000	-0.4%	0.000
Volume	11,103	17,528	6,425	57.9%	65,748

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.991	2.961	2.851
R3	2.936	2.906	2.836
R2	2.881	2.881	2.831
R1	2.851	2.851	2.826	2.866
PP	2.826	2.826	2.826	2.834
S1	2.796	2.796	2.816	2.811
S2	2.771	2.771	2.811
S3	2.716	2.741	2.806
S4	2.661	2.686	2.791

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.539	3.403	2.934
R3	3.310	3.174	2.871
R2	3.081	3.081	2.850
R1	2.945	2.945	2.829	2.899
PP	2.852	2.852	2.852	2.829
S1	2.716	2.716	2.787	2.670
S2	2.623	2.623	2.766
S3	2.394	2.487	2.745
S4	2.165	2.258	2.682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.856	2.760	0.096	3.4%	0.057	2.0%	64%	True	False	13,236
10	2.989	2.760	0.229	8.1%	0.065	2.3%	27%	False	False	12,994
20	3.097	2.760	0.337	11.9%	0.056	2.0%	18%	False	False	10,273
40	3.282	2.760	0.522	18.5%	0.054	1.9%	12%	False	False	8,027
60	3.333	2.760	0.573	20.3%	0.055	2.0%	11%	False	False	6,569
80	3.370	2.760	0.610	21.6%	0.056	2.0%	10%	False	False	5,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.090
2.618	3.000
1.618	2.945
1.000	2.911
0.618	2.890
HIGH	2.856
0.618	2.835
0.500	2.829
0.382	2.822
LOW	2.801
0.618	2.767
1.000	2.746
1.618	2.712
2.618	2.657
4.250	2.567

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	2.829	2.822
PP	2.826	2.822
S1	2.824	2.821

Download as Excel Spreadsheet

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

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