NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 09-Mar-2015

Day Change Summary
	Previous	Current
	06-Mar-2015	09-Mar-2015	Change	Change %	Previous Week
Open	2.953	2.884	-0.069	-2.3%	2.853
High	2.986	2.893	-0.093	-3.1%	2.986
Low	2.917	2.813	-0.104	-3.6%	2.796
Close	2.962	2.821	-0.141	-4.8%	2.962
Range	0.069	0.080	0.011	15.9%	0.190
ATR	0.099	0.103	0.004	3.6%	0.000
Volume	9,927	9,056	-871	-8.8%	33,921

Daily Pivots for day following 09-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.082	3.032	2.865
R3	3.002	2.952	2.843
R2	2.922	2.922	2.836
R1	2.872	2.872	2.828	2.857
PP	2.842	2.842	2.842	2.835
S1	2.792	2.792	2.814	2.777
S2	2.762	2.762	2.806
S3	2.682	2.712	2.799
S4	2.602	2.632	2.777

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.485	3.413	3.067
R3	3.295	3.223	3.014
R2	3.105	3.105	2.997
R1	3.033	3.033	2.979	3.069
PP	2.915	2.915	2.915	2.933
S1	2.843	2.843	2.945	2.879
S2	2.725	2.725	2.927
S3	2.535	2.653	2.910
S4	2.345	2.463	2.858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.986	2.796	0.190	6.7%	0.071	2.5%	13%	False	False	7,790
10	3.058	2.796	0.262	9.3%	0.082	2.9%	10%	False	False	7,475
20	3.116	2.756	0.360	12.8%	0.101	3.6%	18%	False	False	8,174
40	3.257	2.740	0.517	18.3%	0.104	3.7%	16%	False	False	7,748
60	3.623	2.740	0.883	31.3%	0.103	3.6%	9%	False	False	6,221

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.233
2.618	3.102
1.618	3.022
1.000	2.973
0.618	2.942
HIGH	2.893
0.618	2.862
0.500	2.853
0.382	2.844
LOW	2.813
0.618	2.764
1.000	2.733
1.618	2.684
2.618	2.604
4.250	2.473

Fisher Pivots for day following 09-Mar-2015
Pivot	1 day	3 day
R1	2.853	2.900
PP	2.842	2.873
S1	2.832	2.847

Download as Excel Spreadsheet

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

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