NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	2.806	2.812	0.006	0.2%	2.887
High	2.845	2.834	-0.011	-0.4%	2.977
Low	2.795	2.766	-0.029	-1.0%	2.786
Close	2.814	2.783	-0.031	-1.1%	2.809
Range	0.050	0.068	0.018	36.0%	0.191
ATR	0.090	0.088	-0.002	-1.8%	0.000
Volume	9,802	12,151	2,349	24.0%	104,576

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.998	2.959	2.820
R3	2.930	2.891	2.802
R2	2.862	2.862	2.795
R1	2.823	2.823	2.789	2.809
PP	2.794	2.794	2.794	2.787
S1	2.755	2.755	2.777	2.741
S2	2.726	2.726	2.771
S3	2.658	2.687	2.764
S4	2.590	2.619	2.746

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.311	2.914
R3	3.239	3.120	2.862
R2	3.048	3.048	2.844
R1	2.929	2.929	2.827	2.893
PP	2.857	2.857	2.857	2.840
S1	2.738	2.738	2.791	2.702
S2	2.666	2.666	2.774
S3	2.475	2.547	2.756
S4	2.284	2.356	2.704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.916	2.766	0.150	5.4%	0.063	2.3%	11%	False	True	14,914
10	3.045	2.766	0.279	10.0%	0.076	2.7%	6%	False	True	20,225
20	3.045	2.766	0.279	10.0%	0.083	3.0%	6%	False	True	20,317
40	3.145	2.766	0.379	13.6%	0.092	3.3%	4%	False	True	21,856
60	3.283	2.766	0.517	18.6%	0.101	3.6%	3%	False	True	20,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.123
2.618	3.012
1.618	2.944
1.000	2.902
0.618	2.876
HIGH	2.834
0.618	2.808
0.500	2.800
0.382	2.792
LOW	2.766
0.618	2.724
1.000	2.698
1.618	2.656
2.618	2.588
4.250	2.477

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	2.800	2.806
PP	2.794	2.798
S1	2.789	2.791

Download as Excel Spreadsheet

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

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