NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	2.882	2.955	0.073	2.5%	2.884
High	2.962	3.018	0.056	1.9%	2.977
Low	2.877	2.897	0.020	0.7%	2.796
Close	2.958	3.017	0.059	2.0%	2.864
Range	0.085	0.121	0.036	42.4%	0.181
ATR	0.100	0.101	0.002	1.5%	0.000
Volume	7,737	13,914	6,177	79.8%	53,156

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.340	3.300	3.084
R3	3.219	3.179	3.050
R2	3.098	3.098	3.039
R1	3.058	3.058	3.028	3.078
PP	2.977	2.977	2.977	2.988
S1	2.937	2.937	3.006	2.957
S2	2.856	2.856	2.995
S3	2.735	2.816	2.984
S4	2.614	2.695	2.950

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	3.018	2.815	0.203	6.7%	0.091	3.0%	100%	True	False	10,838
10	3.018	2.796	0.222	7.4%	0.089	3.0%	100%	True	False	9,786
20	3.116	2.796	0.320	10.6%	0.091	3.0%	69%	False	False	8,751
40	3.116	2.740	0.376	12.5%	0.096	3.2%	74%	False	False	8,046
60	3.442	2.740	0.702	23.3%	0.104	3.5%	39%	False	False	7,227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.532
2.618	3.335
1.618	3.214
1.000	3.139
0.618	3.093
HIGH	3.018
0.618	2.972
0.500	2.958
0.382	2.943
LOW	2.897
0.618	2.822
1.000	2.776
1.618	2.701
2.618	2.580
4.250	2.383

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	2.997	2.985
PP	2.977	2.953
S1	2.958	2.921

Download as Excel Spreadsheet

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

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