NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	3.725	3.777	0.052	1.4%	3.869
High	3.792	3.851	0.059	1.6%	3.869
Low	3.725	3.777	0.052	1.4%	3.720
Close	3.788	3.831	0.043	1.1%	3.733
Range	0.067	0.074	0.007	10.4%	0.149
ATR	0.053	0.054	0.002	2.8%	0.000
Volume	3,039	3,448	409	13.5%	18,071

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.042	4.010	3.872
R3	3.968	3.936	3.851
R2	3.894	3.894	3.845
R1	3.862	3.862	3.838	3.878
PP	3.820	3.820	3.820	3.828
S1	3.788	3.788	3.824	3.804
S2	3.746	3.746	3.817
S3	3.672	3.714	3.811
S4	3.598	3.640	3.790

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	3.851	3.720	0.131	3.4%	0.055	1.4%	85%	True	False	3,742
10	3.885	3.720	0.165	4.3%	0.055	1.4%	67%	False	False	4,281
20	3.885	3.712	0.173	4.5%	0.051	1.3%	69%	False	False	3,430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.166
2.618	4.045
1.618	3.971
1.000	3.925
0.618	3.897
HIGH	3.851
0.618	3.823
0.500	3.814
0.382	3.805
LOW	3.777
0.618	3.731
1.000	3.703
1.618	3.657
2.618	3.583
4.250	3.463

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	3.825	3.816
PP	3.820	3.801
S1	3.814	3.786

Download as Excel Spreadsheet

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

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