NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	2.755	2.764	0.009	0.3%	2.703
High	2.782	2.787	0.005	0.2%	2.769
Low	2.754	2.721	-0.033	-1.2%	2.685
Close	2.771	2.725	-0.046	-1.7%	2.761
Range	0.028	0.066	0.038	135.7%	0.084
ATR
Volume	1,135	2,102	967	85.2%	10,504

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.942	2.900	2.761
R3	2.876	2.834	2.743
R2	2.810	2.810	2.737
R1	2.768	2.768	2.731	2.756
PP	2.744	2.744	2.744	2.739
S1	2.702	2.702	2.719	2.690
S2	2.678	2.678	2.713
S3	2.612	2.636	2.707
S4	2.546	2.570	2.689

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	2.787	2.721	0.066	2.4%	0.039	1.4%	6%	True	True	1,457
10	2.787	2.665	0.122	4.5%	0.037	1.4%	49%	True	False	1,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.068
2.618	2.960
1.618	2.894
1.000	2.853
0.618	2.828
HIGH	2.787
0.618	2.762
0.500	2.754
0.382	2.746
LOW	2.721
0.618	2.680
1.000	2.655
1.618	2.614
2.618	2.548
4.250	2.441

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	2.754	2.754
PP	2.744	2.744
S1	2.735	2.735

Download as Excel Spreadsheet

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

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