NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	2.734	2.712	-0.022	-0.8%	2.767
High	2.741	2.728	-0.013	-0.5%	2.787
Low	2.714	2.677	-0.037	-1.4%	2.702
Close	2.725	2.691	-0.034	-1.2%	2.710
Range	0.027	0.051	0.024	88.9%	0.085
ATR	0.037	0.038	0.001	2.6%	0.000
Volume	1,841	3,445	1,604	87.1%	6,465

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.852	2.822	2.719
R3	2.801	2.771	2.705
R2	2.750	2.750	2.700
R1	2.720	2.720	2.696	2.710
PP	2.699	2.699	2.699	2.693
S1	2.669	2.669	2.686	2.659
S2	2.648	2.648	2.682
S3	2.597	2.618	2.677
S4	2.546	2.567	2.663

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	2.677	0.110	4.1%	0.037	1.4%	13%	False	True	1,825
10	2.787	2.677	0.110	4.1%	0.035	1.3%	13%	False	True	1,574

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	0.009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.945
2.618	2.862
1.618	2.811
1.000	2.779
0.618	2.760
HIGH	2.728
0.618	2.709
0.500	2.703
0.382	2.696
LOW	2.677
0.618	2.645
1.000	2.626
1.618	2.594
2.618	2.543
4.250	2.460

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	2.703	2.709
PP	2.699	2.703
S1	2.695	2.697

Download as Excel Spreadsheet

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

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