NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	3.148	3.121	-0.027	-0.9%	3.263
High	3.148	3.217	0.069	2.2%	3.267
Low	3.082	3.112	0.030	1.0%	3.082
Close	3.110	3.217	0.107	3.4%	3.110
Range	0.066	0.105	0.039	59.1%	0.185
ATR	0.091	0.093	0.001	1.2%	0.000
Volume	3,041	2,017	-1,024	-33.7%	14,000

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.497	3.462	3.275
R3	3.392	3.357	3.246
R2	3.287	3.287	3.236
R1	3.252	3.252	3.227	3.270
PP	3.182	3.182	3.182	3.191
S1	3.147	3.147	3.207	3.165
S2	3.077	3.077	3.198
S3	2.972	3.042	3.188
S4	2.867	2.937	3.159

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.708	3.594	3.212
R3	3.523	3.409	3.161
R2	3.338	3.338	3.144
R1	3.224	3.224	3.127	3.189
PP	3.153	3.153	3.153	3.135
S1	3.039	3.039	3.093	3.004
S2	2.968	2.968	3.076
S3	2.783	2.854	3.059
S4	2.598	2.669	3.008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.267	3.082	0.185	5.8%	0.089	2.8%	73%	False	False	3,203
10	3.623	3.082	0.541	16.8%	0.086	2.7%	25%	False	False	2,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.663
2.618	3.492
1.618	3.387
1.000	3.322
0.618	3.282
HIGH	3.217
0.618	3.177
0.500	3.165
0.382	3.152
LOW	3.112
0.618	3.047
1.000	3.007
1.618	2.942
2.618	2.837
4.250	2.666

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	3.200	3.195
PP	3.182	3.172
S1	3.165	3.150

Download as Excel Spreadsheet

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

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