NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	2.885	2.955	0.070	2.4%	2.924
High	2.949	3.008	0.059	2.0%	2.949
Low	2.884	2.927	0.043	1.5%	2.820
Close	2.919	2.993	0.074	2.5%	2.919
Range	0.065	0.081	0.016	24.6%	0.129
ATR	0.080	0.081	0.001	0.8%	0.000
Volume	27,387	24,208	-3,179	-11.6%	103,700

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.219	3.187	3.038
R3	3.138	3.106	3.015
R2	3.057	3.057	3.008
R1	3.025	3.025	3.000	3.041
PP	2.976	2.976	2.976	2.984
S1	2.944	2.944	2.986	2.960
S2	2.895	2.895	2.978
S3	2.814	2.863	2.971
S4	2.733	2.782	2.948

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.283	3.230	2.990
R3	3.154	3.101	2.954
R2	3.025	3.025	2.943
R1	2.972	2.972	2.931	2.934
PP	2.896	2.896	2.896	2.877
S1	2.843	2.843	2.907	2.805
S2	2.767	2.767	2.895
S3	2.638	2.714	2.884
S4	2.509	2.585	2.848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.008	2.820	0.188	6.3%	0.074	2.5%	92%	True	False	21,676
10	3.020	2.820	0.200	6.7%	0.071	2.4%	87%	False	False	20,469
20	3.118	2.820	0.298	10.0%	0.074	2.5%	58%	False	False	19,027
40	3.254	2.770	0.484	16.2%	0.079	2.7%	46%	False	False	17,232
60	3.254	2.764	0.490	16.4%	0.077	2.6%	47%	False	False	14,575
80	3.254	2.750	0.504	16.8%	0.075	2.5%	48%	False	False	12,366
100	3.254	2.750	0.504	16.8%	0.075	2.5%	48%	False	False	11,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.352
2.618	3.220
1.618	3.139
1.000	3.089
0.618	3.058
HIGH	3.008
0.618	2.977
0.500	2.968
0.382	2.958
LOW	2.927
0.618	2.877
1.000	2.846
1.618	2.796
2.618	2.715
4.250	2.583

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	2.985	2.967
PP	2.976	2.940
S1	2.968	2.914

Download as Excel Spreadsheet

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

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