NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	3.135	3.105	-0.030	-1.0%	3.172
High	3.155	3.109	-0.046	-1.5%	3.211
Low	3.080	3.050	-0.030	-1.0%	3.050
Close	3.103	3.069	-0.034	-1.1%	3.069
Range	0.075	0.059	-0.016	-21.3%	0.161
ATR	0.072	0.071	-0.001	-1.3%	0.000
Volume	3,474	4,402	928	26.7%	17,852

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.253	3.220	3.101
R3	3.194	3.161	3.085
R2	3.135	3.135	3.080
R1	3.102	3.102	3.074	3.089
PP	3.076	3.076	3.076	3.070
S1	3.043	3.043	3.064	3.030
S2	3.017	3.017	3.058
S3	2.958	2.984	3.053
S4	2.899	2.925	3.037

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.593	3.492	3.158
R3	3.432	3.331	3.113
R2	3.271	3.271	3.099
R1	3.170	3.170	3.084	3.140
PP	3.110	3.110	3.110	3.095
S1	3.009	3.009	3.054	2.979
S2	2.949	2.949	3.039
S3	2.788	2.848	3.025
S4	2.627	2.687	2.980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.211	3.050	0.161	5.2%	0.063	2.1%	12%	False	True	3,570
10	3.259	3.050	0.209	6.8%	0.069	2.3%	9%	False	True	4,000

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.360
2.618	3.263
1.618	3.204
1.000	3.168
0.618	3.145
HIGH	3.109
0.618	3.086
0.500	3.080
0.382	3.073
LOW	3.050
0.618	3.014
1.000	2.991
1.618	2.955
2.618	2.896
4.250	2.799

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	3.080	3.124
PP	3.076	3.105
S1	3.073	3.087

Download as Excel Spreadsheet

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

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