NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	2.937	2.970	0.033	1.1%	2.928
High	2.969	2.986	0.017	0.6%	3.013
Low	2.901	2.910	0.009	0.3%	2.905
Close	2.965	2.932	-0.033	-1.1%	2.923
Range	0.068	0.076	0.008	11.8%	0.108
ATR	0.083	0.083	-0.001	-0.6%	0.000
Volume	18,813	18,505	-308	-1.6%	95,443

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.171	3.127	2.974
R3	3.095	3.051	2.953
R2	3.019	3.019	2.946
R1	2.975	2.975	2.939	2.959
PP	2.943	2.943	2.943	2.935
S1	2.899	2.899	2.925	2.883
S2	2.867	2.867	2.918
S3	2.791	2.823	2.911
S4	2.715	2.747	2.890

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.271	3.205	2.982
R3	3.163	3.097	2.953
R2	3.055	3.055	2.943
R1	2.989	2.989	2.933	2.968
PP	2.947	2.947	2.947	2.937
S1	2.881	2.881	2.913	2.860
S2	2.839	2.839	2.903
S3	2.731	2.773	2.893
S4	2.623	2.665	2.864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.013	2.896	0.117	4.0%	0.076	2.6%	31%	False	False	20,156
10	3.051	2.896	0.155	5.3%	0.071	2.4%	23%	False	False	19,190
20	3.118	2.770	0.348	11.9%	0.080	2.7%	47%	False	False	19,086
40	3.254	2.770	0.484	16.5%	0.084	2.9%	33%	False	False	16,028
60	3.254	2.750	0.504	17.2%	0.077	2.6%	36%	False	False	12,880
80	3.254	2.750	0.504	17.2%	0.075	2.6%	36%	False	False	11,150
100	3.254	2.750	0.504	17.2%	0.078	2.7%	36%	False	False	9,961

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.309
2.618	3.185
1.618	3.109
1.000	3.062
0.618	3.033
HIGH	2.986
0.618	2.957
0.500	2.948
0.382	2.939
LOW	2.910
0.618	2.863
1.000	2.834
1.618	2.787
2.618	2.711
4.250	2.587

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	2.948	2.941
PP	2.943	2.938
S1	2.937	2.935

Download as Excel Spreadsheet

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

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