NYMEX Natural Gas Future August 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	2.980	2.850	-0.130	-4.4%	3.001
High	3.029	2.853	-0.176	-5.8%	3.055
Low	2.806	2.789	-0.017	-0.6%	2.789
Close	2.859	2.823	-0.036	-1.3%	2.823
Range	0.223	0.064	-0.159	-71.3%	0.266
ATR	0.129	0.125	-0.004	-3.3%	0.000
Volume	4,013	7,404	3,391	84.5%	25,480

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.014	2.982	2.858
R3	2.950	2.918	2.841
R2	2.886	2.886	2.835
R1	2.854	2.854	2.829	2.838
PP	2.822	2.822	2.822	2.814
S1	2.790	2.790	2.817	2.774
S2	2.758	2.758	2.811
S3	2.694	2.726	2.805
S4	2.630	2.662	2.788

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.687	3.521	2.969
R3	3.421	3.255	2.896
R2	3.155	3.155	2.872
R1	2.989	2.989	2.847	2.939
PP	2.889	2.889	2.889	2.864
S1	2.723	2.723	2.799	2.673
S2	2.623	2.623	2.774
S3	2.357	2.457	2.750
S4	2.091	2.191	2.677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.055	2.789	0.266	9.4%	0.099	3.5%	13%	False	True	5,096
10	3.157	2.789	0.368	13.0%	0.107	3.8%	9%	False	True	6,256
20	3.268	2.789	0.479	17.0%	0.124	4.4%	7%	False	True	6,591
40	3.639	2.789	0.850	30.1%	0.102	3.6%	4%	False	True	4,850

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	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.125
2.618	3.021
1.618	2.957
1.000	2.917
0.618	2.893
HIGH	2.853
0.618	2.829
0.500	2.821
0.382	2.813
LOW	2.789
0.618	2.749
1.000	2.725
1.618	2.685
2.618	2.621
4.250	2.517

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	2.822	2.909
PP	2.822	2.880
S1	2.821	2.852

Download as Excel Spreadsheet

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

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