NYMEX Natural Gas Future May 2015

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

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	3.777	3.820	0.043	1.1%	3.725
High	3.836	3.867	0.031	0.8%	3.851
Low	3.777	3.782	0.005	0.1%	3.724
Close	3.826	3.867	0.041	1.1%	3.765
Range	0.059	0.085	0.026	44.1%	0.127
ATR	0.055	0.057	0.002	3.8%	0.000
Volume	2,387	2,531	144	6.0%	22,879

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.094	4.065	3.914
R3	4.009	3.980	3.890
R2	3.924	3.924	3.883
R1	3.895	3.895	3.875	3.910
PP	3.839	3.839	3.839	3.846
S1	3.810	3.810	3.859	3.825
S2	3.754	3.754	3.851
S3	3.669	3.725	3.844
S4	3.584	3.640	3.820

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.161	4.090	3.835
R3	4.034	3.963	3.800
R2	3.907	3.907	3.788
R1	3.836	3.836	3.777	3.872
PP	3.780	3.780	3.780	3.798
S1	3.709	3.709	3.753	3.745
S2	3.653	3.653	3.742
S3	3.526	3.582	3.730
S4	3.399	3.455	3.695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.867	3.724	0.143	3.7%	0.058	1.5%	100%	True	False	4,262
10	3.867	3.720	0.147	3.8%	0.057	1.5%	100%	True	False	4,002
20	3.885	3.720	0.165	4.3%	0.055	1.4%	89%	False	False	3,620

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.228
2.618	4.090
1.618	4.005
1.000	3.952
0.618	3.920
HIGH	3.867
0.618	3.835
0.500	3.825
0.382	3.814
LOW	3.782
0.618	3.729
1.000	3.697
1.618	3.644
2.618	3.559
4.250	3.421

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	3.853	3.843
PP	3.839	3.819
S1	3.825	3.796

Download as Excel Spreadsheet

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

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