NYMEX Natural Gas Future November 2015

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

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	2.984	2.995	0.011	0.4%	2.955
High	3.013	3.009	-0.004	-0.1%	3.050
Low	2.957	2.928	-0.029	-1.0%	2.927
Close	2.998	2.963	-0.035	-1.2%	2.998
Range	0.056	0.081	0.025	44.6%	0.123
ATR	0.079	0.079	0.000	0.2%	0.000
Volume	29,184	15,549	-13,635	-46.7%	128,675

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.210	3.167	3.008
R3	3.129	3.086	2.985
R2	3.048	3.048	2.978
R1	3.005	3.005	2.970	2.986
PP	2.967	2.967	2.967	2.957
S1	2.924	2.924	2.956	2.905
S2	2.886	2.886	2.948
S3	2.805	2.843	2.941
S4	2.724	2.762	2.918

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.361	3.302	3.066
R3	3.238	3.179	3.032
R2	3.115	3.115	3.021
R1	3.056	3.056	3.009	3.086
PP	2.992	2.992	2.992	3.006
S1	2.933	2.933	2.987	2.963
S2	2.869	2.869	2.975
S3	2.746	2.810	2.964
S4	2.623	2.687	2.930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.050	2.928	0.122	4.1%	0.076	2.6%	29%	False	True	24,003
10	3.050	2.820	0.230	7.8%	0.075	2.5%	62%	False	False	22,839
20	3.050	2.820	0.230	7.8%	0.071	2.4%	62%	False	False	21,007
40	3.143	2.770	0.373	12.6%	0.078	2.6%	52%	False	False	18,643
60	3.254	2.764	0.490	16.5%	0.079	2.7%	41%	False	False	16,082
80	3.254	2.750	0.504	17.0%	0.075	2.5%	42%	False	False	13,484
100	3.254	2.750	0.504	17.0%	0.075	2.5%	42%	False	False	11,923

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	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.353
2.618	3.221
1.618	3.140
1.000	3.090
0.618	3.059
HIGH	3.009
0.618	2.978
0.500	2.969
0.382	2.959
LOW	2.928
0.618	2.878
1.000	2.847
1.618	2.797
2.618	2.716
4.250	2.584

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	2.969	2.982
PP	2.967	2.976
S1	2.965	2.969

Download as Excel Spreadsheet

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

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