NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	3.485	3.520	0.035	1.0%	3.554
High	3.501	3.520	0.019	0.5%	3.580
Low	3.464	3.452	-0.012	-0.3%	3.451
Close	3.498	3.472	-0.026	-0.7%	3.577
Range	0.037	0.068	0.031	83.8%	0.129
ATR
Volume	2,232	2,075	-157	-7.0%	8,248

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.685	3.647	3.509
R3	3.617	3.579	3.491
R2	3.549	3.549	3.484
R1	3.511	3.511	3.478	3.496
PP	3.481	3.481	3.481	3.474
S1	3.443	3.443	3.466	3.428
S2	3.413	3.413	3.460
S3	3.345	3.375	3.453
S4	3.277	3.307	3.435

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.923	3.879	3.648
R3	3.794	3.750	3.612
R2	3.665	3.665	3.601
R1	3.621	3.621	3.589	3.643
PP	3.536	3.536	3.536	3.547
S1	3.492	3.492	3.565	3.514
S2	3.407	3.407	3.553
S3	3.278	3.363	3.542
S4	3.149	3.234	3.506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.623	3.452	0.171	4.9%	0.077	2.2%	12%	False	True	1,796
10	3.623	3.451	0.172	5.0%	0.079	2.3%	12%	False	False	1,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.809
2.618	3.698
1.618	3.630
1.000	3.588
0.618	3.562
HIGH	3.520
0.618	3.494
0.500	3.486
0.382	3.478
LOW	3.452
0.618	3.410
1.000	3.384
1.618	3.342
2.618	3.274
4.250	3.163

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	3.486	3.505
PP	3.481	3.494
S1	3.477	3.483

Download as Excel Spreadsheet

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

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