NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	3.096	3.044	-0.052	-1.7%	3.033
High	3.152	3.054	-0.098	-3.1%	3.264
Low	3.027	2.909	-0.118	-3.9%	2.906
Close	3.102	2.917	-0.185	-6.0%	3.102
Range	0.125	0.145	0.020	16.0%	0.358
ATR	0.128	0.133	0.005	3.6%	0.000
Volume	20,069	10,715	-9,354	-46.6%	77,593

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.395	3.301	2.997
R3	3.250	3.156	2.957
R2	3.105	3.105	2.944
R1	3.011	3.011	2.930	2.986
PP	2.960	2.960	2.960	2.947
S1	2.866	2.866	2.904	2.841
S2	2.815	2.815	2.890
S3	2.670	2.721	2.877
S4	2.525	2.576	2.837

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.165	3.991	3.299
R3	3.807	3.633	3.200
R2	3.449	3.449	3.168
R1	3.275	3.275	3.135	3.362
PP	3.091	3.091	3.091	3.134
S1	2.917	2.917	3.069	3.004
S2	2.733	2.733	3.036
S3	2.375	2.559	3.004
S4	2.017	2.201	2.905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.264	2.909	0.355	12.2%	0.160	5.5%	2%	False	True	15,157
10	3.264	2.906	0.358	12.3%	0.136	4.7%	3%	False	False	11,877
20	3.464	2.906	0.558	19.1%	0.128	4.4%	2%	False	False	7,710
40	3.812	2.906	0.906	31.1%	0.103	3.5%	1%	False	False	5,733
60	3.900	2.906	0.994	34.1%	0.091	3.1%	1%	False	False	4,730

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.670
2.618	3.434
1.618	3.289
1.000	3.199
0.618	3.144
HIGH	3.054
0.618	2.999
0.500	2.982
0.382	2.964
LOW	2.909
0.618	2.819
1.000	2.764
1.618	2.674
2.618	2.529
4.250	2.293

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	2.982	3.087
PP	2.960	3.030
S1	2.939	2.974

Download as Excel Spreadsheet

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

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