NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	2.911	2.980	0.069	2.4%	2.676
High	2.992	2.988	-0.004	-0.1%	2.800
Low	2.897	2.890	-0.007	-0.2%	2.640
Close	2.961	2.900	-0.061	-2.1%	2.671
Range	0.095	0.098	0.003	3.2%	0.160
ATR	0.099	0.099	0.000	0.0%	0.000
Volume	49,971	46,272	-3,699	-7.4%	153,809

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.220	3.158	2.954
R3	3.122	3.060	2.927
R2	3.024	3.024	2.918
R1	2.962	2.962	2.909	2.944
PP	2.926	2.926	2.926	2.917
S1	2.864	2.864	2.891	2.846
S2	2.828	2.828	2.882
S3	2.730	2.766	2.873
S4	2.632	2.668	2.846

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.184	3.087	2.759
R3	3.024	2.927	2.715
R2	2.864	2.864	2.700
R1	2.767	2.767	2.686	2.736
PP	2.704	2.704	2.704	2.688
S1	2.607	2.607	2.656	2.576
S2	2.544	2.544	2.642
S3	2.384	2.447	2.627
S4	2.224	2.287	2.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.992	2.663	0.329	11.3%	0.098	3.4%	72%	False	False	38,659
10	2.992	2.640	0.352	12.1%	0.095	3.3%	74%	False	False	35,602
20	3.180	2.640	0.540	18.6%	0.097	3.3%	48%	False	False	35,092
40	3.180	2.638	0.542	18.7%	0.091	3.1%	48%	False	False	29,210
60	3.180	2.638	0.542	18.7%	0.086	3.0%	48%	False	False	25,759
80	3.180	2.638	0.542	18.7%	0.087	3.0%	48%	False	False	24,956
100	3.180	2.638	0.542	18.7%	0.091	3.1%	48%	False	False	23,910

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.405
2.618	3.245
1.618	3.147
1.000	3.086
0.618	3.049
HIGH	2.988
0.618	2.951
0.500	2.939
0.382	2.927
LOW	2.890
0.618	2.829
1.000	2.792
1.618	2.731
2.618	2.633
4.250	2.474

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	2.939	2.895
PP	2.926	2.890
S1	2.913	2.886

Download as Excel Spreadsheet

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

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