NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	3.703	3.769	0.066	1.8%	3.783
High	3.774	3.777	0.003	0.1%	3.786
Low	3.703	3.704	0.001	0.0%	3.618
Close	3.774	3.729	-0.045	-1.2%	3.672
Range	0.071	0.073	0.002	2.8%	0.168
ATR	0.076	0.075	0.000	-0.2%	0.000
Volume	2,348	3,047	699	29.8%	21,183

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.956	3.915	3.769
R3	3.883	3.842	3.749
R2	3.810	3.810	3.742
R1	3.769	3.769	3.736	3.753
PP	3.737	3.737	3.737	3.729
S1	3.696	3.696	3.722	3.680
S2	3.664	3.664	3.716
S3	3.591	3.623	3.709
S4	3.518	3.550	3.689

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.196	4.102	3.764
R3	4.028	3.934	3.718
R2	3.860	3.860	3.703
R1	3.766	3.766	3.687	3.729
PP	3.692	3.692	3.692	3.674
S1	3.598	3.598	3.657	3.561
S2	3.524	3.524	3.641
S3	3.356	3.430	3.626
S4	3.188	3.262	3.580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.777	3.618	0.159	4.3%	0.076	2.0%	70%	True	False	3,411
10	3.872	3.618	0.254	6.8%	0.080	2.1%	44%	False	False	4,353
20	3.872	3.497	0.375	10.1%	0.069	1.9%	62%	False	False	3,174
40	3.900	3.497	0.403	10.8%	0.062	1.7%	58%	False	False	2,439

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.087
2.618	3.968
1.618	3.895
1.000	3.850
0.618	3.822
HIGH	3.777
0.618	3.749
0.500	3.741
0.382	3.732
LOW	3.704
0.618	3.659
1.000	3.631
1.618	3.586
2.618	3.513
4.250	3.394

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	3.741	3.719
PP	3.737	3.708
S1	3.733	3.698

Download as Excel Spreadsheet

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

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