NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	4.153	4.150	-0.003	-0.1%	3.901
High	4.187	4.171	-0.016	-0.4%	4.141
Low	4.127	4.041	-0.086	-2.1%	3.901
Close	4.163	4.057	-0.106	-2.5%	3.991
Range	0.060	0.130	0.070	116.7%	0.240
ATR	0.099	0.101	0.002	2.2%	0.000
Volume	26,967	21,621	-5,346	-19.8%	126,055

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.480	4.398	4.129
R3	4.350	4.268	4.093
R2	4.220	4.220	4.081
R1	4.138	4.138	4.069	4.114
PP	4.090	4.090	4.090	4.078
S1	4.008	4.008	4.045	3.984
S2	3.960	3.960	4.033
S3	3.830	3.878	4.021
S4	3.700	3.748	3.986

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.731	4.601	4.123
R3	4.491	4.361	4.057
R2	4.251	4.251	4.035
R1	4.121	4.121	4.013	4.186
PP	4.011	4.011	4.011	4.044
S1	3.881	3.881	3.969	3.946
S2	3.771	3.771	3.947
S3	3.531	3.641	3.925
S4	3.291	3.401	3.859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.187	3.923	0.264	6.5%	0.102	2.5%	51%	False	False	25,425
10	4.187	3.901	0.286	7.0%	0.103	2.5%	55%	False	False	24,430
20	4.252	3.901	0.351	8.7%	0.102	2.5%	44%	False	False	21,174
40	4.252	3.877	0.375	9.2%	0.099	2.4%	48%	False	False	17,690
60	4.672	3.877	0.795	19.6%	0.093	2.3%	23%	False	False	15,118
80	4.985	3.877	1.108	27.3%	0.094	2.3%	16%	False	False	12,812
100	4.988	3.877	1.111	27.4%	0.094	2.3%	16%	False	False	11,319
120	4.988	3.877	1.111	27.4%	0.094	2.3%	16%	False	False	10,197

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.724
2.618	4.511
1.618	4.381
1.000	4.301
0.618	4.251
HIGH	4.171
0.618	4.121
0.500	4.106
0.382	4.091
LOW	4.041
0.618	3.961
1.000	3.911
1.618	3.831
2.618	3.701
4.250	3.489

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	4.106	4.107
PP	4.090	4.090
S1	4.073	4.074

Download as Excel Spreadsheet

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

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