NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	3.803	3.830	0.027	0.7%	3.813
High	3.815	3.832	0.017	0.4%	3.905
Low	3.772	3.785	0.013	0.3%	3.784
Close	3.806	3.787	-0.019	-0.5%	3.799
Range	0.043	0.047	0.004	9.3%	0.121
ATR
Volume	871	503	-368	-42.3%	6,484

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.942	3.912	3.813
R3	3.895	3.865	3.800
R2	3.848	3.848	3.796
R1	3.818	3.818	3.791	3.810
PP	3.801	3.801	3.801	3.797
S1	3.771	3.771	3.783	3.763
S2	3.754	3.754	3.778
S3	3.707	3.724	3.774
S4	3.660	3.677	3.761

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.192	4.117	3.866
R3	4.071	3.996	3.832
R2	3.950	3.950	3.821
R1	3.875	3.875	3.810	3.852
PP	3.829	3.829	3.829	3.818
S1	3.754	3.754	3.788	3.731
S2	3.708	3.708	3.777
S3	3.587	3.633	3.766
S4	3.466	3.512	3.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.905	3.772	0.133	3.5%	0.043	1.1%	11%	False	False	1,159
10	3.905	3.752	0.153	4.0%	0.049	1.3%	23%	False	False	1,531

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	0.007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.032
2.618	3.955
1.618	3.908
1.000	3.879
0.618	3.861
HIGH	3.832
0.618	3.814
0.500	3.809
0.382	3.803
LOW	3.785
0.618	3.756
1.000	3.738
1.618	3.709
2.618	3.662
4.250	3.585

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	3.809	3.802
PP	3.801	3.797
S1	3.794	3.792

Download as Excel Spreadsheet

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

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