NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	2.896	2.936	0.040	1.4%	2.990
High	2.985	2.967	-0.018	-0.6%	3.024
Low	2.896	2.877	-0.019	-0.7%	2.832
Close	2.985	2.911	-0.074	-2.5%	2.985
Range	0.089	0.090	0.001	1.1%	0.192
ATR	0.137	0.135	-0.002	-1.5%	0.000
Volume	15,108	12,639	-2,469	-16.3%	59,692

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.140	2.961
R3	3.098	3.050	2.936
R2	3.008	3.008	2.928
R1	2.960	2.960	2.919	2.939
PP	2.918	2.918	2.918	2.908
S1	2.870	2.870	2.903	2.849
S2	2.828	2.828	2.895
S3	2.738	2.780	2.886
S4	2.648	2.690	2.862

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.523	3.446	3.091
R3	3.331	3.254	3.038
R2	3.139	3.139	3.020
R1	3.062	3.062	3.003	3.005
PP	2.947	2.947	2.947	2.918
S1	2.870	2.870	2.967	2.813
S2	2.755	2.755	2.950
S3	2.563	2.678	2.932
S4	2.371	2.486	2.879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.024	2.832	0.192	6.6%	0.127	4.4%	41%	False	False	14,466
10	3.229	2.832	0.397	13.6%	0.144	4.9%	20%	False	False	16,343
20	3.229	2.832	0.397	13.6%	0.134	4.6%	20%	False	False	12,071
40	3.773	2.832	0.941	32.3%	0.110	3.8%	8%	False	False	8,020
60	3.872	2.832	1.040	35.7%	0.099	3.4%	8%	False	False	6,659
80	3.885	2.832	1.053	36.2%	0.088	3.0%	8%	False	False	5,441

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.350
2.618	3.203
1.618	3.113
1.000	3.057
0.618	3.023
HIGH	2.967
0.618	2.933
0.500	2.922
0.382	2.911
LOW	2.877
0.618	2.821
1.000	2.787
1.618	2.731
2.618	2.641
4.250	2.495

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	2.922	2.928
PP	2.918	2.922
S1	2.915	2.917

Download as Excel Spreadsheet

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

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