NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	3.811	3.854	0.043	1.1%	3.719
High	3.855	3.865	0.010	0.3%	3.846
Low	3.800	3.827	0.027	0.7%	3.712
Close	3.848	3.840	-0.008	-0.2%	3.803
Range	0.055	0.038	-0.017	-30.9%	0.134
ATR
Volume	1,373	5,134	3,761	273.9%	12,101

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.958	3.937	3.861
R3	3.920	3.899	3.850
R2	3.882	3.882	3.847
R1	3.861	3.861	3.843	3.853
PP	3.844	3.844	3.844	3.840
S1	3.823	3.823	3.837	3.815
S2	3.806	3.806	3.833
S3	3.768	3.785	3.830
S4	3.730	3.747	3.819

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.189	4.130	3.877
R3	4.055	3.996	3.840
R2	3.921	3.921	3.828
R1	3.862	3.862	3.815	3.892
PP	3.787	3.787	3.787	3.802
S1	3.728	3.728	3.791	3.758
S2	3.653	3.653	3.778
S3	3.519	3.594	3.766
S4	3.385	3.460	3.729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.865	3.752	0.113	2.9%	0.048	1.3%	78%	True	False	2,455
10	3.865	3.712	0.153	4.0%	0.049	1.3%	84%	True	False	2,884

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.027
2.618	3.964
1.618	3.926
1.000	3.903
0.618	3.888
HIGH	3.865
0.618	3.850
0.500	3.846
0.382	3.842
LOW	3.827
0.618	3.804
1.000	3.789
1.618	3.766
2.618	3.728
4.250	3.666

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	3.846	3.836
PP	3.844	3.831
S1	3.842	3.827

Download as Excel Spreadsheet

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

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