NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	3.760	3.818	0.058	1.5%	3.819
High	3.805	3.818	0.013	0.3%	3.819
Low	3.758	3.725	-0.033	-0.9%	3.656
Close	3.775	3.789	0.014	0.4%	3.710
Range	0.047	0.093	0.046	97.9%	0.163
ATR
Volume	1,407	2,679	1,272	90.4%	11,498

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.056	4.016	3.840
R3	3.963	3.923	3.815
R2	3.870	3.870	3.806
R1	3.830	3.830	3.798	3.804
PP	3.777	3.777	3.777	3.764
S1	3.737	3.737	3.780	3.711
S2	3.684	3.684	3.772
S3	3.591	3.644	3.763
S4	3.498	3.551	3.738

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.217	4.127	3.800
R3	4.054	3.964	3.755
R2	3.891	3.891	3.740
R1	3.801	3.801	3.725	3.765
PP	3.728	3.728	3.728	3.710
S1	3.638	3.638	3.695	3.602
S2	3.565	3.565	3.680
S3	3.402	3.475	3.665
S4	3.239	3.312	3.620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.818	3.656	0.162	4.3%	0.073	1.9%	82%	True	False	2,104
10	3.853	3.656	0.197	5.2%	0.070	1.9%	68%	False	False	2,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.004
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.213
2.618	4.061
1.618	3.968
1.000	3.911
0.618	3.875
HIGH	3.818
0.618	3.782
0.500	3.772
0.382	3.761
LOW	3.725
0.618	3.668
1.000	3.632
1.618	3.575
2.618	3.482
4.250	3.330

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	3.783	3.783
PP	3.777	3.777
S1	3.772	3.772

Download as Excel Spreadsheet

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

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