NYMEX Natural Gas Future November 2015

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

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	2.900	2.849	-0.051	-1.8%	2.760
High	2.913	2.849	-0.064	-2.2%	2.923
Low	2.879	2.806	-0.073	-2.5%	2.750
Close	2.893	2.816	-0.077	-2.7%	2.893
Range	0.034	0.043	0.009	26.5%	0.173
ATR	0.074	0.075	0.001	1.3%	0.000
Volume	10,484	4,828	-5,656	-53.9%	33,673

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.953	2.927	2.840
R3	2.910	2.884	2.828
R2	2.867	2.867	2.824
R1	2.841	2.841	2.820	2.833
PP	2.824	2.824	2.824	2.819
S1	2.798	2.798	2.812	2.790
S2	2.781	2.781	2.808
S3	2.738	2.755	2.804
S4	2.695	2.712	2.792

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.374	3.307	2.988
R3	3.201	3.134	2.941
R2	3.028	3.028	2.925
R1	2.961	2.961	2.909	2.995
PP	2.855	2.855	2.855	2.872
S1	2.788	2.788	2.877	2.822
S2	2.682	2.682	2.861
S3	2.509	2.615	2.845
S4	2.336	2.442	2.798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.923	2.750	0.173	6.1%	0.067	2.4%	38%	False	False	6,875
10	2.975	2.750	0.225	8.0%	0.064	2.3%	29%	False	False	6,345
20	3.059	2.750	0.309	11.0%	0.062	2.2%	21%	False	False	5,629
40	3.213	2.750	0.463	16.4%	0.071	2.5%	14%	False	False	5,994

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.032
2.618	2.962
1.618	2.919
1.000	2.892
0.618	2.876
HIGH	2.849
0.618	2.833
0.500	2.828
0.382	2.822
LOW	2.806
0.618	2.779
1.000	2.763
1.618	2.736
2.618	2.693
4.250	2.623

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	2.828	2.863
PP	2.824	2.847
S1	2.820	2.832

Download as Excel Spreadsheet

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

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