NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	2.849	2.882	0.033	1.2%	2.884
High	2.883	2.962	0.079	2.7%	2.977
Low	2.824	2.877	0.053	1.9%	2.796
Close	2.854	2.958	0.104	3.6%	2.864
Range	0.059	0.085	0.026	44.1%	0.181
ATR	0.099	0.100	0.001	0.7%	0.000
Volume	6,774	7,737	963	14.2%	53,156

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.187	3.158	3.005
R3	3.102	3.073	2.981
R2	3.017	3.017	2.974
R1	2.988	2.988	2.966	3.003
PP	2.932	2.932	2.932	2.940
S1	2.903	2.903	2.950	2.918
S2	2.847	2.847	2.942
S3	2.762	2.818	2.935
S4	2.677	2.733	2.911

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.422	3.324	2.964
R3	3.241	3.143	2.914
R2	3.060	3.060	2.897
R1	2.962	2.962	2.881	2.921
PP	2.879	2.879	2.879	2.858
S1	2.781	2.781	2.847	2.740
S2	2.698	2.698	2.831
S3	2.517	2.600	2.814
S4	2.336	2.419	2.764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.977	2.796	0.181	6.1%	0.098	3.3%	90%	False	False	9,629
10	2.986	2.796	0.190	6.4%	0.081	2.7%	85%	False	False	8,977
20	3.116	2.796	0.320	10.8%	0.089	3.0%	51%	False	False	8,436
40	3.116	2.740	0.376	12.7%	0.097	3.3%	58%	False	False	7,862
60	3.520	2.740	0.780	26.4%	0.104	3.5%	28%	False	False	7,030

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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.323
2.618	3.185
1.618	3.100
1.000	3.047
0.618	3.015
HIGH	2.962
0.618	2.930
0.500	2.920
0.382	2.909
LOW	2.877
0.618	2.824
1.000	2.792
1.618	2.739
2.618	2.654
4.250	2.516

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	2.945	2.935
PP	2.932	2.912
S1	2.920	2.889

Download as Excel Spreadsheet

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

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