NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	2.918	2.915	-0.003	-0.1%	2.994
High	2.985	2.970	-0.015	-0.5%	3.118
Low	2.908	2.912	0.004	0.1%	2.934
Close	2.920	2.950	0.030	1.0%	2.997
Range	0.077	0.058	-0.019	-24.7%	0.184
ATR	0.088	0.086	-0.002	-2.4%	0.000
Volume	19,560	16,563	-2,997	-15.3%	80,406

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.118	3.092	2.982
R3	3.060	3.034	2.966
R2	3.002	3.002	2.961
R1	2.976	2.976	2.955	2.989
PP	2.944	2.944	2.944	2.951
S1	2.918	2.918	2.945	2.931
S2	2.886	2.886	2.939
S3	2.828	2.860	2.934
S4	2.770	2.802	2.918

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.568	3.467	3.098
R3	3.384	3.283	3.048
R2	3.200	3.200	3.031
R1	3.099	3.099	3.014	3.150
PP	3.016	3.016	3.016	3.042
S1	2.915	2.915	2.980	2.966
S2	2.832	2.832	2.963
S3	2.648	2.731	2.946
S4	2.464	2.547	2.896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.051	2.905	0.146	4.9%	0.066	2.2%	31%	False	False	18,223
10	3.118	2.905	0.213	7.2%	0.077	2.6%	21%	False	False	18,373
20	3.118	2.770	0.348	11.8%	0.083	2.8%	52%	False	False	17,570
40	3.254	2.770	0.484	16.4%	0.085	2.9%	37%	False	False	14,487
60	3.254	2.750	0.504	17.1%	0.076	2.6%	40%	False	False	11,660
80	3.254	2.750	0.504	17.1%	0.074	2.5%	40%	False	False	10,098
100	3.254	2.750	0.504	17.1%	0.077	2.6%	40%	False	False	9,082

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.217
2.618	3.122
1.618	3.064
1.000	3.028
0.618	3.006
HIGH	2.970
0.618	2.948
0.500	2.941
0.382	2.934
LOW	2.912
0.618	2.876
1.000	2.854
1.618	2.818
2.618	2.760
4.250	2.666

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	2.947	2.948
PP	2.944	2.947
S1	2.941	2.945

Download as Excel Spreadsheet

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

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