NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	3.768	3.746	-0.022	-0.6%	3.869
High	3.768	3.756	-0.012	-0.3%	3.869
Low	3.720	3.720	0.000	0.0%	3.720
Close	3.743	3.733	-0.010	-0.3%	3.733
Range	0.048	0.036	-0.012	-25.0%	0.149
ATR	0.053	0.052	-0.001	-2.3%	0.000
Volume	2,850	3,626	776	27.2%	18,071

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.844	3.825	3.753
R3	3.808	3.789	3.743
R2	3.772	3.772	3.740
R1	3.753	3.753	3.736	3.745
PP	3.736	3.736	3.736	3.732
S1	3.717	3.717	3.730	3.709
S2	3.700	3.700	3.726
S3	3.664	3.681	3.723
S4	3.628	3.645	3.713

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.221	4.126	3.815
R3	4.072	3.977	3.774
R2	3.923	3.923	3.760
R1	3.828	3.828	3.747	3.801
PP	3.774	3.774	3.774	3.761
S1	3.679	3.679	3.719	3.652
S2	3.625	3.625	3.706
S3	3.476	3.530	3.692
S4	3.327	3.381	3.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.879	3.720	0.159	4.3%	0.052	1.4%	8%	False	True	4,554
10	3.885	3.720	0.165	4.4%	0.050	1.3%	8%	False	True	3,982

Crabel Price Patterns
NR	True
NR4	True
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	0.010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.909
2.618	3.850
1.618	3.814
1.000	3.792
0.618	3.778
HIGH	3.756
0.618	3.742
0.500	3.738
0.382	3.734
LOW	3.720
0.618	3.698
1.000	3.684
1.618	3.662
2.618	3.626
4.250	3.567

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	3.738	3.753
PP	3.736	3.746
S1	3.735	3.740

Download as Excel Spreadsheet

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

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