NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	3.442	3.263	-0.179	-5.2%	3.615
High	3.442	3.267	-0.175	-5.1%	3.623
Low	3.338	3.166	-0.172	-5.2%	3.338
Close	3.350	3.177	-0.173	-5.2%	3.350
Range	0.104	0.101	-0.003	-2.9%	0.285
ATR
Volume	3,537	2,879	-658	-18.6%	10,777

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.506	3.443	3.233
R3	3.405	3.342	3.205
R2	3.304	3.304	3.196
R1	3.241	3.241	3.186	3.222
PP	3.203	3.203	3.203	3.194
S1	3.140	3.140	3.168	3.121
S2	3.102	3.102	3.158
S3	3.001	3.039	3.149
S4	2.900	2.938	3.121

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.292	4.106	3.507
R3	4.007	3.821	3.428
R2	3.722	3.722	3.402
R1	3.536	3.536	3.376	3.487
PP	3.437	3.437	3.437	3.412
S1	3.251	3.251	3.324	3.202
S2	3.152	3.152	3.298
S3	2.867	2.966	3.272
S4	2.582	2.681	3.193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.557	3.166	0.391	12.3%	0.082	2.6%	3%	False	True	2,457
10	3.623	3.166	0.457	14.4%	0.080	2.5%	2%	False	True	1,988

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.696
2.618	3.531
1.618	3.430
1.000	3.368
0.618	3.329
HIGH	3.267
0.618	3.228
0.500	3.217
0.382	3.205
LOW	3.166
0.618	3.104
1.000	3.065
1.618	3.003
2.618	2.902
4.250	2.737

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	3.217	3.343
PP	3.203	3.288
S1	3.190	3.232

Download as Excel Spreadsheet

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

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