NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	4.032	4.087	0.055	1.4%	4.110
High	4.124	4.087	-0.037	-0.9%	4.246
Low	4.027	3.977	-0.050	-1.2%	3.986
Close	4.117	3.987	-0.130	-3.2%	4.117
Range	0.097	0.110	0.013	13.4%	0.260
ATR	0.106	0.109	0.002	2.3%	0.000
Volume	37,325	25,992	-11,333	-30.4%	160,310

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.347	4.277	4.048
R3	4.237	4.167	4.017
R2	4.127	4.127	4.007
R1	4.057	4.057	3.997	4.037
PP	4.017	4.017	4.017	4.007
S1	3.947	3.947	3.977	3.927
S2	3.907	3.907	3.967
S3	3.797	3.837	3.957
S4	3.687	3.727	3.927

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.896	4.767	4.260
R3	4.636	4.507	4.189
R2	4.376	4.376	4.165
R1	4.247	4.247	4.141	4.312
PP	4.116	4.116	4.116	4.149
S1	3.987	3.987	4.093	4.052
S2	3.856	3.856	4.069
S3	3.596	3.727	4.046
S4	3.336	3.467	3.974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.246	3.977	0.269	6.7%	0.117	2.9%	4%	False	True	32,197
10	4.246	3.939	0.307	7.7%	0.112	2.8%	16%	False	False	28,294
20	4.246	3.923	0.323	8.1%	0.105	2.6%	20%	False	False	27,400
40	4.252	3.901	0.351	8.8%	0.102	2.6%	25%	False	False	22,586
60	4.280	3.877	0.403	10.1%	0.096	2.4%	27%	False	False	19,140
80	4.985	3.877	1.108	27.8%	0.096	2.4%	10%	False	False	16,279
100	4.985	3.877	1.108	27.8%	0.097	2.4%	10%	False	False	14,048
120	4.988	3.877	1.111	27.9%	0.095	2.4%	10%	False	False	12,486

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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.555
2.618	4.375
1.618	4.265
1.000	4.197
0.618	4.155
HIGH	4.087
0.618	4.045
0.500	4.032
0.382	4.019
LOW	3.977
0.618	3.909
1.000	3.867
1.618	3.799
2.618	3.689
4.250	3.510

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	4.032	4.052
PP	4.017	4.030
S1	4.002	4.009

Download as Excel Spreadsheet

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

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