NYMEX Natural Gas Future October 2015

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

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	2.576	2.576	0.000	0.0%	2.702
High	2.598	2.604	0.006	0.2%	2.794
Low	2.562	2.558	-0.004	-0.2%	2.602
Close	2.577	2.569	-0.008	-0.3%	2.605
Range	0.036	0.046	0.010	27.8%	0.192
ATR	0.070	0.068	-0.002	-2.4%	0.000
Volume	99,088	102,002	2,914	2.9%	568,742

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.715	2.688	2.594
R3	2.669	2.642	2.582
R2	2.623	2.623	2.577
R1	2.596	2.596	2.573	2.587
PP	2.577	2.577	2.577	2.572
S1	2.550	2.550	2.565	2.541
S2	2.531	2.531	2.561
S3	2.485	2.504	2.556
S4	2.439	2.458	2.544

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.243	3.116	2.711
R3	3.051	2.924	2.658
R2	2.859	2.859	2.640
R1	2.732	2.732	2.623	2.700
PP	2.667	2.667	2.667	2.651
S1	2.540	2.540	2.587	2.508
S2	2.475	2.475	2.570
S3	2.283	2.348	2.552
S4	2.091	2.156	2.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.679	2.550	0.129	5.0%	0.053	2.1%	15%	False	False	96,763
10	2.794	2.550	0.244	9.5%	0.064	2.5%	8%	False	False	115,404
20	2.794	2.550	0.244	9.5%	0.065	2.5%	8%	False	False	112,281
40	2.959	2.550	0.409	15.9%	0.070	2.7%	5%	False	False	92,240
60	2.983	2.550	0.433	16.9%	0.073	2.8%	4%	False	False	71,354
80	3.013	2.550	0.463	18.0%	0.078	3.0%	4%	False	False	61,785
100	3.180	2.550	0.630	24.5%	0.082	3.2%	3%	False	False	55,744
120	3.180	2.550	0.630	24.5%	0.080	3.1%	3%	False	False	49,642

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.800
2.618	2.724
1.618	2.678
1.000	2.650
0.618	2.632
HIGH	2.604
0.618	2.586
0.500	2.581
0.382	2.576
LOW	2.558
0.618	2.530
1.000	2.512
1.618	2.484
2.618	2.438
4.250	2.363

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	2.581	2.577
PP	2.577	2.574
S1	2.573	2.572

Download as Excel Spreadsheet

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

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