NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	2.963	2.982	0.019	0.6%	2.879
High	2.988	3.052	0.064	2.1%	2.981
Low	2.930	2.982	0.052	1.8%	2.850
Close	2.973	3.049	0.076	2.6%	2.925
Range	0.058	0.070	0.012	20.7%	0.131
ATR	0.074	0.074	0.000	0.5%	0.000
Volume	61,182	58,762	-2,420	-4.0%	189,900

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.238	3.213	3.088
R3	3.168	3.143	3.068
R2	3.098	3.098	3.062
R1	3.073	3.073	3.055	3.086
PP	3.028	3.028	3.028	3.034
S1	3.003	3.003	3.043	3.016
S2	2.958	2.958	3.036
S3	2.888	2.933	3.030
S4	2.818	2.863	3.011

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.312	3.249	2.997
R3	3.181	3.118	2.961
R2	3.050	3.050	2.949
R1	2.987	2.987	2.937	3.019
PP	2.919	2.919	2.919	2.934
S1	2.856	2.856	2.913	2.888
S2	2.788	2.788	2.901
S3	2.657	2.725	2.889
S4	2.526	2.594	2.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.052	2.850	0.202	6.6%	0.063	2.1%	99%	True	False	53,655
10	3.052	2.850	0.202	6.6%	0.071	2.3%	99%	True	False	41,759
20	3.079	2.850	0.229	7.5%	0.070	2.3%	87%	False	False	31,374
40	3.118	2.820	0.298	9.8%	0.071	2.3%	77%	False	False	25,832
60	3.254	2.770	0.484	15.9%	0.077	2.5%	58%	False	False	22,417
80	3.254	2.764	0.490	16.1%	0.076	2.5%	58%	False	False	19,268
100	3.254	2.750	0.504	16.5%	0.073	2.4%	59%	False	False	16,540
120	3.254	2.750	0.504	16.5%	0.074	2.4%	59%	False	False	14,843

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	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.350
2.618	3.235
1.618	3.165
1.000	3.122
0.618	3.095
HIGH	3.052
0.618	3.025
0.500	3.017
0.382	3.009
LOW	2.982
0.618	2.939
1.000	2.912
1.618	2.869
2.618	2.799
4.250	2.685

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	3.038	3.030
PP	3.028	3.010
S1	3.017	2.991

Download as Excel Spreadsheet

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

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