NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	3.121	3.191	0.070	2.2%	3.263
High	3.217	3.202	-0.015	-0.5%	3.267
Low	3.112	3.136	0.024	0.8%	3.082
Close	3.217	3.150	-0.067	-2.1%	3.110
Range	0.105	0.066	-0.039	-37.1%	0.185
ATR	0.093	0.092	-0.001	-0.9%	0.000
Volume	2,017	2,850	833	41.3%	14,000

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.361	3.321	3.186
R3	3.295	3.255	3.168
R2	3.229	3.229	3.162
R1	3.189	3.189	3.156	3.176
PP	3.163	3.163	3.163	3.156
S1	3.123	3.123	3.144	3.110
S2	3.097	3.097	3.138
S3	3.031	3.057	3.132
S4	2.965	2.991	3.114

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	3.234	3.082	0.152	4.8%	0.082	2.6%	45%	False	False	3,197
10	3.557	3.082	0.475	15.1%	0.082	2.6%	14%	False	False	2,827

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

Fibonacci Retracements and Extensions
4.250	3.483
2.618	3.375
1.618	3.309
1.000	3.268
0.618	3.243
HIGH	3.202
0.618	3.177
0.500	3.169
0.382	3.161
LOW	3.136
0.618	3.095
1.000	3.070
1.618	3.029
2.618	2.963
4.250	2.856

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	3.169	3.150
PP	3.163	3.150
S1	3.156	3.150

Download as Excel Spreadsheet

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

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