NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	3.466	3.428	-0.038	-1.1%	3.622
High	3.495	3.428	-0.067	-1.9%	3.622
Low	3.421	3.302	-0.119	-3.5%	3.302
Close	3.444	3.316	-0.128	-3.7%	3.316
Range	0.074	0.126	0.052	70.3%	0.320
ATR	0.084	0.088	0.004	5.0%	0.000
Volume	4,071	7,583	3,512	86.3%	20,736

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.727	3.647	3.385
R3	3.601	3.521	3.351
R2	3.475	3.475	3.339
R1	3.395	3.395	3.328	3.372
PP	3.349	3.349	3.349	3.337
S1	3.269	3.269	3.304	3.246
S2	3.223	3.223	3.293
S3	3.097	3.143	3.281
S4	2.971	3.017	3.247

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.373	4.165	3.492
R3	4.053	3.845	3.404
R2	3.733	3.733	3.375
R1	3.525	3.525	3.345	3.469
PP	3.413	3.413	3.413	3.386
S1	3.205	3.205	3.287	3.149
S2	3.093	3.093	3.257
S3	2.773	2.885	3.228
S4	2.453	2.565	3.140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.622	3.302	0.320	9.7%	0.095	2.9%	4%	False	True	4,147
10	3.622	3.302	0.320	9.7%	0.088	2.6%	4%	False	True	3,760
20	3.773	3.302	0.471	14.2%	0.085	2.6%	3%	False	True	3,920
40	3.872	3.302	0.570	17.2%	0.079	2.4%	2%	False	True	3,640
60	3.900	3.302	0.598	18.0%	0.070	2.1%	2%	False	True	3,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.964
2.618	3.758
1.618	3.632
1.000	3.554
0.618	3.506
HIGH	3.428
0.618	3.380
0.500	3.365
0.382	3.350
LOW	3.302
0.618	3.224
1.000	3.176
1.618	3.098
2.618	2.972
4.250	2.767

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	3.365	3.399
PP	3.349	3.371
S1	3.332	3.344

Download as Excel Spreadsheet

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

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