NYMEX Natural Gas Future September 2015

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

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	3.225	3.209	-0.016	-0.5%	3.615
High	3.234	3.209	-0.025	-0.8%	3.623
Low	3.159	3.113	-0.046	-1.5%	3.338
Close	3.219	3.142	-0.077	-2.4%	3.350
Range	0.075	0.096	0.021	28.0%	0.285
ATR	0.092	0.093	0.001	1.0%	0.000
Volume	4,313	3,767	-546	-12.7%	10,777

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.443	3.388	3.195
R3	3.347	3.292	3.168
R2	3.251	3.251	3.160
R1	3.196	3.196	3.151	3.176
PP	3.155	3.155	3.155	3.144
S1	3.100	3.100	3.133	3.080
S2	3.059	3.059	3.124
S3	2.963	3.004	3.116
S4	2.867	2.908	3.089

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	3.520	3.113	0.407	13.0%	0.089	2.8%	7%	False	True	3,314
10	3.623	3.113	0.510	16.2%	0.085	2.7%	6%	False	True	2,506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.617
2.618	3.460
1.618	3.364
1.000	3.305
0.618	3.268
HIGH	3.209
0.618	3.172
0.500	3.161
0.382	3.150
LOW	3.113
0.618	3.054
1.000	3.017
1.618	2.958
2.618	2.862
4.250	2.705

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	3.161	3.190
PP	3.155	3.174
S1	3.148	3.158

Download as Excel Spreadsheet

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

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