NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	3.006	2.943	-0.063	-2.1%	2.981
High	3.006	2.943	-0.063	-2.1%	3.059
Low	2.931	2.892	-0.039	-1.3%	2.892
Close	2.946	2.906	-0.040	-1.4%	2.906
Range	0.075	0.051	-0.024	-32.0%	0.167
ATR	0.085	0.083	-0.002	-2.6%	0.000
Volume	5,406	4,935	-471	-8.7%	23,376

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.067	3.037	2.934
R3	3.016	2.986	2.920
R2	2.965	2.965	2.915
R1	2.935	2.935	2.911	2.925
PP	2.914	2.914	2.914	2.908
S1	2.884	2.884	2.901	2.874
S2	2.863	2.863	2.897
S3	2.812	2.833	2.892
S4	2.761	2.782	2.878

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.453	3.347	2.998
R3	3.286	3.180	2.952
R2	3.119	3.119	2.937
R1	3.013	3.013	2.921	2.983
PP	2.952	2.952	2.952	2.937
S1	2.846	2.846	2.891	2.816
S2	2.785	2.785	2.875
S3	2.618	2.679	2.860
S4	2.451	2.512	2.814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.059	2.892	0.167	5.7%	0.058	2.0%	8%	False	True	4,675
10	3.122	2.892	0.230	7.9%	0.073	2.5%	6%	False	True	5,968
20	3.122	2.892	0.230	7.9%	0.072	2.5%	6%	False	True	5,368
40	3.213	2.890	0.323	11.1%	0.080	2.7%	5%	False	False	5,207

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.160
2.618	3.077
1.618	3.026
1.000	2.994
0.618	2.975
HIGH	2.943
0.618	2.924
0.500	2.918
0.382	2.911
LOW	2.892
0.618	2.860
1.000	2.841
1.618	2.809
2.618	2.758
4.250	2.675

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	2.918	2.968
PP	2.914	2.947
S1	2.910	2.927

Download as Excel Spreadsheet

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

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