NYMEX Natural Gas Future October 2015

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

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	3.112	3.053	-0.059	-1.9%	3.041
High	3.162	3.067	-0.095	-3.0%	3.283
Low	3.043	2.929	-0.114	-3.7%	2.922
Close	3.114	2.938	-0.176	-5.7%	3.114
Range	0.119	0.138	0.019	16.0%	0.361
ATR
Volume	31,109	18,167	-12,942	-41.6%	115,110

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.392	3.303	3.014
R3	3.254	3.165	2.976
R2	3.116	3.116	2.963
R1	3.027	3.027	2.951	3.003
PP	2.978	2.978	2.978	2.966
S1	2.889	2.889	2.925	2.865
S2	2.840	2.840	2.913
S3	2.702	2.751	2.900
S4	2.564	2.613	2.862

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.189	4.013	3.313
R3	3.828	3.652	3.213
R2	3.467	3.467	3.180
R1	3.291	3.291	3.147	3.379
PP	3.106	3.106	3.106	3.151
S1	2.930	2.930	3.081	3.018
S2	2.745	2.745	3.048
S3	2.384	2.569	3.015
S4	2.023	2.208	2.915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.283	2.929	0.354	12.0%	0.157	5.4%	3%	False	True	23,410
10	3.283	2.919	0.364	12.4%	0.132	4.5%	5%	False	False	18,788

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.654
2.618	3.428
1.618	3.290
1.000	3.205
0.618	3.152
HIGH	3.067
0.618	3.014
0.500	2.998
0.382	2.982
LOW	2.929
0.618	2.844
1.000	2.791
1.618	2.706
2.618	2.568
4.250	2.343

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	2.998	3.106
PP	2.978	3.050
S1	2.958	2.994

Download as Excel Spreadsheet

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

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