NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	2.974	2.834	-0.140	-4.7%	2.990
High	3.013	2.841	-0.172	-5.7%	3.045
Low	2.795	2.777	-0.018	-0.6%	2.777
Close	2.848	2.811	-0.037	-1.3%	2.811
Range	0.218	0.064	-0.154	-70.6%	0.268
ATR	0.133	0.129	-0.004	-3.3%	0.000
Volume	9,643	16,231	6,588	68.3%	52,176

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.002	2.970	2.846
R3	2.938	2.906	2.829
R2	2.874	2.874	2.823
R1	2.842	2.842	2.817	2.826
PP	2.810	2.810	2.810	2.802
S1	2.778	2.778	2.805	2.762
S2	2.746	2.746	2.799
S3	2.682	2.714	2.793
S4	2.618	2.650	2.776

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.682	3.514	2.958
R3	3.414	3.246	2.885
R2	3.146	3.146	2.860
R1	2.978	2.978	2.836	2.928
PP	2.878	2.878	2.878	2.853
S1	2.710	2.710	2.786	2.660
S2	2.610	2.610	2.762
S3	2.342	2.442	2.737
S4	2.074	2.174	2.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.045	2.777	0.268	9.5%	0.102	3.6%	13%	False	True	10,435
10	3.152	2.777	0.375	13.3%	0.116	4.1%	9%	False	True	12,044
20	3.264	2.777	0.487	17.3%	0.135	4.8%	7%	False	True	10,711
40	3.650	2.777	0.873	31.1%	0.110	3.9%	4%	False	True	7,249
60	3.900	2.777	1.123	40.0%	0.099	3.5%	3%	False	True	6,053

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.113
2.618	3.009
1.618	2.945
1.000	2.905
0.618	2.881
HIGH	2.841
0.618	2.817
0.500	2.809
0.382	2.801
LOW	2.777
0.618	2.737
1.000	2.713
1.618	2.673
2.618	2.609
4.250	2.505

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	2.810	2.895
PP	2.810	2.867
S1	2.809	2.839

Download as Excel Spreadsheet

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

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