NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	2.767	2.764	-0.003	-0.1%	2.703
High	2.785	2.785	0.000	0.0%	2.769
Low	2.760	2.753	-0.007	-0.3%	2.685
Close	2.785	2.767	-0.018	-0.6%	2.761
Range	0.025	0.032	0.007	28.0%	0.084
ATR
Volume	1,163	1,238	75	6.4%	10,504

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.864	2.848	2.785
R3	2.832	2.816	2.776
R2	2.800	2.800	2.773
R1	2.784	2.784	2.770	2.792
PP	2.768	2.768	2.768	2.773
S1	2.752	2.752	2.764	2.760
S2	2.736	2.736	2.761
S3	2.704	2.720	2.758
S4	2.672	2.688	2.749

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.990	2.960	2.807
R3	2.906	2.876	2.784
R2	2.822	2.822	2.776
R1	2.792	2.792	2.769	2.807
PP	2.738	2.738	2.738	2.746
S1	2.708	2.708	2.753	2.723
S2	2.654	2.654	2.746
S3	2.570	2.624	2.738
S4	2.486	2.540	2.715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.785	2.715	0.070	2.5%	0.034	1.2%	74%	True	False	1,872
10	2.786	2.665	0.121	4.4%	0.039	1.4%	84%	False	False	2,065

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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.921
2.618	2.869
1.618	2.837
1.000	2.817
0.618	2.805
HIGH	2.785
0.618	2.773
0.500	2.769
0.382	2.765
LOW	2.753
0.618	2.733
1.000	2.721
1.618	2.701
2.618	2.669
4.250	2.617

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	2.769	2.763
PP	2.768	2.760
S1	2.768	2.756

Download as Excel Spreadsheet

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

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