NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	3.741	3.650	-0.091	-2.4%	3.734
High	3.742	3.759	0.017	0.5%	3.818
Low	3.705	3.650	-0.055	-1.5%	3.705
Close	3.717	3.757	0.040	1.1%	3.717
Range	0.037	0.109	0.072	194.6%	0.113
ATR
Volume	3,092	2,176	-916	-29.6%	10,342

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.049	4.012	3.817
R3	3.940	3.903	3.787
R2	3.831	3.831	3.777
R1	3.794	3.794	3.767	3.813
PP	3.722	3.722	3.722	3.731
S1	3.685	3.685	3.747	3.704
S2	3.613	3.613	3.737
S3	3.504	3.576	3.727
S4	3.395	3.467	3.697

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.086	4.014	3.779
R3	3.973	3.901	3.748
R2	3.860	3.860	3.738
R1	3.788	3.788	3.727	3.768
PP	3.747	3.747	3.747	3.736
S1	3.675	3.675	3.707	3.655
S2	3.634	3.634	3.696
S3	3.521	3.562	3.686
S4	3.408	3.449	3.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.818	3.650	0.168	4.5%	0.073	1.9%	64%	False	True	2,151
10	3.818	3.650	0.168	4.5%	0.071	1.9%	64%	False	True	2,272

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 13 trading days

Fibonacci Retracements and Extensions
4.250	4.222
2.618	4.044
1.618	3.935
1.000	3.868
0.618	3.826
HIGH	3.759
0.618	3.717
0.500	3.705
0.382	3.692
LOW	3.650
0.618	3.583
1.000	3.541
1.618	3.474
2.618	3.365
4.250	3.187

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	3.740	3.749
PP	3.722	3.742
S1	3.705	3.734

Download as Excel Spreadsheet

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

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