NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.654	2.570	-0.084	-3.2%	2.724
High	2.655	2.585	-0.070	-2.6%	2.741
Low	2.610	2.517	-0.093	-3.6%	2.610
Close	2.614	2.526	-0.088	-3.4%	2.614
Range	0.045	0.068	0.023	51.1%	0.131
ATR	0.040	0.044	0.004	10.2%	0.000
Volume	3,489	5,669	2,180	62.5%	11,857

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.747	2.704	2.563
R3	2.679	2.636	2.545
R2	2.611	2.611	2.538
R1	2.568	2.568	2.532	2.556
PP	2.543	2.543	2.543	2.536
S1	2.500	2.500	2.520	2.488
S2	2.475	2.475	2.514
S3	2.407	2.432	2.507
S4	2.339	2.364	2.489

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.048	2.962	2.686
R3	2.917	2.831	2.650
R2	2.786	2.786	2.638
R1	2.700	2.700	2.626	2.678
PP	2.655	2.655	2.655	2.644
S1	2.569	2.569	2.602	2.547
S2	2.524	2.524	2.590
S3	2.393	2.438	2.578
S4	2.262	2.307	2.542

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.741	2.517	0.224	8.9%	0.044	1.7%	4%	False	True	3,322
10	2.787	2.517	0.270	10.7%	0.039	1.5%	3%	False	True	2,282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	2.874
2.618	2.763
1.618	2.695
1.000	2.653
0.618	2.627
HIGH	2.585
0.618	2.559
0.500	2.551
0.382	2.543
LOW	2.517
0.618	2.475
1.000	2.449
1.618	2.407
2.618	2.339
4.250	2.228

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.551	2.607
PP	2.543	2.580
S1	2.534	2.553

Download as Excel Spreadsheet

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

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