NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	3.017	2.955	-0.062	-2.1%	2.849
High	3.022	3.025	0.003	0.1%	3.025
Low	2.903	2.900	-0.003	-0.1%	2.824
Close	2.938	2.918	-0.020	-0.7%	2.918
Range	0.119	0.125	0.006	5.0%	0.201
ATR	0.102	0.104	0.002	1.6%	0.000
Volume	13,518	14,914	1,396	10.3%	56,857

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.323	3.245	2.987
R3	3.198	3.120	2.952
R2	3.073	3.073	2.941
R1	2.995	2.995	2.929	2.972
PP	2.948	2.948	2.948	2.936
S1	2.870	2.870	2.907	2.847
S2	2.823	2.823	2.895
S3	2.698	2.745	2.884
S4	2.573	2.620	2.849

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.525	3.423	3.029
R3	3.324	3.222	2.973
R2	3.123	3.123	2.955
R1	3.021	3.021	2.936	3.072
PP	2.922	2.922	2.922	2.948
S1	2.820	2.820	2.900	2.871
S2	2.721	2.721	2.881
S3	2.520	2.619	2.863
S4	2.319	2.418	2.807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.025	2.824	0.201	6.9%	0.102	3.5%	47%	True	False	11,371
10	3.025	2.796	0.229	7.8%	0.097	3.3%	53%	True	False	11,001
20	3.116	2.796	0.320	11.0%	0.092	3.2%	38%	False	False	9,416
40	3.116	2.740	0.376	12.9%	0.096	3.3%	47%	False	False	8,264
60	3.257	2.740	0.517	17.7%	0.105	3.6%	34%	False	False	7,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.556
2.618	3.352
1.618	3.227
1.000	3.150
0.618	3.102
HIGH	3.025
0.618	2.977
0.500	2.963
0.382	2.948
LOW	2.900
0.618	2.823
1.000	2.775
1.618	2.698
2.618	2.573
4.250	2.369

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	2.963	2.961
PP	2.948	2.947
S1	2.933	2.932

Download as Excel Spreadsheet

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

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