NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	3.925	3.915	-0.010	-0.3%	4.041
High	3.952	3.928	-0.024	-0.6%	4.053
Low	3.867	3.824	-0.043	-1.1%	3.917
Close	3.896	3.904	0.008	0.2%	3.962
Range	0.085	0.104	0.019	22.4%	0.136
ATR	0.093	0.094	0.001	0.8%	0.000
Volume	20,897	19,315	-1,582	-7.6%	113,416

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.197	4.155	3.961
R3	4.093	4.051	3.933
R2	3.989	3.989	3.923
R1	3.947	3.947	3.914	3.916
PP	3.885	3.885	3.885	3.870
S1	3.843	3.843	3.894	3.812
S2	3.781	3.781	3.885
S3	3.677	3.739	3.875
S4	3.573	3.635	3.847

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.385	4.310	4.037
R3	4.249	4.174	3.999
R2	4.113	4.113	3.987
R1	4.038	4.038	3.974	4.008
PP	3.977	3.977	3.977	3.962
S1	3.902	3.902	3.950	3.872
S2	3.841	3.841	3.937
S3	3.705	3.766	3.925
S4	3.569	3.630	3.887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.037	3.824	0.213	5.5%	0.090	2.3%	38%	False	True	20,918
10	4.090	3.824	0.266	6.8%	0.088	2.2%	30%	False	True	21,265
20	4.207	3.824	0.383	9.8%	0.090	2.3%	21%	False	True	19,782
40	4.225	3.824	0.401	10.3%	0.087	2.2%	20%	False	True	17,024
60	4.225	3.824	0.401	10.3%	0.084	2.1%	20%	False	True	14,349
80	4.596	3.824	0.772	19.8%	0.080	2.1%	10%	False	True	12,575

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.370
2.618	4.200
1.618	4.096
1.000	4.032
0.618	3.992
HIGH	3.928
0.618	3.888
0.500	3.876
0.382	3.864
LOW	3.824
0.618	3.760
1.000	3.720
1.618	3.656
2.618	3.552
4.250	3.382

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	3.895	3.931
PP	3.885	3.922
S1	3.876	3.913

Download as Excel Spreadsheet

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

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