NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	2.797	2.777	-0.020	-0.7%	2.805
High	2.797	2.838	0.041	1.5%	2.988
Low	2.751	2.750	-0.001	0.0%	2.775
Close	2.776	2.761	-0.015	-0.5%	2.852
Range	0.046	0.088	0.042	91.3%	0.213
ATR	0.103	0.102	-0.001	-1.0%	0.000
Volume	35,752	31,878	-3,874	-10.8%	205,346

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.047	2.992	2.809
R3	2.959	2.904	2.785
R2	2.871	2.871	2.777
R1	2.816	2.816	2.769	2.800
PP	2.783	2.783	2.783	2.775
S1	2.728	2.728	2.753	2.712
S2	2.695	2.695	2.745
S3	2.607	2.640	2.737
S4	2.519	2.552	2.713

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.394	2.969
R3	3.298	3.181	2.911
R2	3.085	3.085	2.891
R1	2.968	2.968	2.872	3.027
PP	2.872	2.872	2.872	2.901
S1	2.755	2.755	2.832	2.814
S2	2.659	2.659	2.813
S3	2.446	2.542	2.793
S4	2.233	2.329	2.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.988	2.750	0.238	8.6%	0.087	3.2%	5%	False	True	38,891
10	2.988	2.750	0.238	8.6%	0.095	3.4%	5%	False	True	47,137
20	2.988	2.600	0.388	14.1%	0.098	3.5%	41%	False	False	39,995
40	3.163	2.590	0.573	20.8%	0.099	3.6%	30%	False	False	32,231
60	3.163	2.589	0.574	20.8%	0.088	3.2%	30%	False	False	25,659
80	3.163	2.589	0.574	20.8%	0.087	3.1%	30%	False	False	21,627
100	3.163	2.589	0.574	20.8%	0.090	3.3%	30%	False	False	18,845
120	3.257	2.589	0.668	24.2%	0.096	3.5%	26%	False	False	16,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.212
2.618	3.068
1.618	2.980
1.000	2.926
0.618	2.892
HIGH	2.838
0.618	2.804
0.500	2.794
0.382	2.784
LOW	2.750
0.618	2.696
1.000	2.662
1.618	2.608
2.618	2.520
4.250	2.376

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	2.794	2.809
PP	2.783	2.793
S1	2.772	2.777

Download as Excel Spreadsheet

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

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