NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	2.724	2.734	0.010	0.4%	2.767
High	2.727	2.741	0.014	0.5%	2.787
Low	2.712	2.714	0.002	0.1%	2.702
Close	2.719	2.725	0.006	0.2%	2.710
Range	0.015	0.027	0.012	80.0%	0.085
ATR	0.038	0.037	-0.001	-2.1%	0.000
Volume	912	1,841	929	101.9%	6,465

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.808	2.793	2.740
R3	2.781	2.766	2.732
R2	2.754	2.754	2.730
R1	2.739	2.739	2.727	2.733
PP	2.727	2.727	2.727	2.724
S1	2.712	2.712	2.723	2.706
S2	2.700	2.700	2.720
S3	2.673	2.685	2.718
S4	2.646	2.658	2.710

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.988	2.934	2.757
R3	2.903	2.849	2.733
R2	2.818	2.818	2.726
R1	2.764	2.764	2.718	2.749
PP	2.733	2.733	2.733	2.725
S1	2.679	2.679	2.702	2.664
S2	2.648	2.648	2.694
S3	2.563	2.594	2.687
S4	2.478	2.509	2.663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.787	2.702	0.085	3.1%	0.032	1.2%	27%	False	False	1,363
10	2.787	2.702	0.085	3.1%	0.033	1.2%	27%	False	False	1,618

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	0.007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.856
2.618	2.812
1.618	2.785
1.000	2.768
0.618	2.758
HIGH	2.741
0.618	2.731
0.500	2.728
0.382	2.724
LOW	2.714
0.618	2.697
1.000	2.687
1.618	2.670
2.618	2.643
4.250	2.599

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	2.728	2.724
PP	2.727	2.723
S1	2.726	2.722

Download as Excel Spreadsheet

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

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