NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	3.048	3.033	-0.015	-0.5%	3.150
High	3.063	3.033	-0.030	-1.0%	3.180
Low	2.986	2.906	-0.080	-2.7%	2.908
Close	3.054	2.913	-0.141	-4.6%	3.054
Range	0.077	0.127	0.050	64.9%	0.272
ATR	0.111	0.114	0.003	2.4%	0.000
Volume	9,757	12,522	2,765	28.3%	33,301

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.332	3.249	2.983
R3	3.205	3.122	2.948
R2	3.078	3.078	2.936
R1	2.995	2.995	2.925	2.973
PP	2.951	2.951	2.951	2.940
S1	2.868	2.868	2.901	2.846
S2	2.824	2.824	2.890
S3	2.697	2.741	2.878
S4	2.570	2.614	2.843

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.863	3.731	3.204
R3	3.591	3.459	3.129
R2	3.319	3.319	3.104
R1	3.187	3.187	3.079	3.117
PP	3.047	3.047	3.047	3.013
S1	2.915	2.915	3.029	2.845
S2	2.775	2.775	3.004
S3	2.503	2.643	2.979
S4	2.231	2.371	2.904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.063	2.906	0.157	5.4%	0.112	3.8%	4%	False	True	8,597
10	3.221	2.906	0.315	10.8%	0.128	4.4%	2%	False	True	5,786
20	3.650	2.906	0.744	25.5%	0.109	3.7%	1%	False	True	4,827
40	3.812	2.906	0.906	31.1%	0.092	3.2%	1%	False	True	4,207
60	3.900	2.906	0.994	34.1%	0.083	2.8%	1%	False	True	3,545

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.573
2.618	3.365
1.618	3.238
1.000	3.160
0.618	3.111
HIGH	3.033
0.618	2.984
0.500	2.970
0.382	2.955
LOW	2.906
0.618	2.828
1.000	2.779
1.618	2.701
2.618	2.574
4.250	2.366

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	2.970	2.985
PP	2.951	2.961
S1	2.932	2.937

Download as Excel Spreadsheet

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

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