NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	2.673	2.696	0.023	0.9%	2.656
High	2.724	2.736	0.012	0.4%	2.736
Low	2.662	2.673	0.011	0.4%	2.643
Close	2.712	2.718	0.006	0.2%	2.718
Range	0.062	0.063	0.001	1.6%	0.093
ATR	0.066	0.066	0.000	-0.3%	0.000
Volume	79,807	61,688	-18,119	-22.7%	318,420

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.898	2.871	2.753
R3	2.835	2.808	2.735
R2	2.772	2.772	2.730
R1	2.745	2.745	2.724	2.759
PP	2.709	2.709	2.709	2.716
S1	2.682	2.682	2.712	2.696
S2	2.646	2.646	2.706
S3	2.583	2.619	2.701
S4	2.520	2.556	2.683

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.941	2.769
R3	2.885	2.848	2.744
R2	2.792	2.792	2.735
R1	2.755	2.755	2.727	2.774
PP	2.699	2.699	2.699	2.708
S1	2.662	2.662	2.709	2.681
S2	2.606	2.606	2.701
S3	2.513	2.569	2.692
S4	2.420	2.476	2.667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.736	2.643	0.093	3.4%	0.057	2.1%	81%	True	False	63,684
10	2.875	2.607	0.268	9.9%	0.070	2.6%	41%	False	False	53,920
20	2.998	2.607	0.391	14.4%	0.065	2.4%	28%	False	False	38,899
40	3.124	2.607	0.517	19.0%	0.061	2.2%	21%	False	False	29,542
60	3.237	2.607	0.630	23.2%	0.063	2.3%	18%	False	False	25,228
80	3.237	2.607	0.630	23.2%	0.063	2.3%	18%	False	False	22,284
100	3.345	2.607	0.738	27.2%	0.067	2.5%	15%	False	False	19,747
120	3.391	2.607	0.784	28.8%	0.067	2.5%	14%	False	False	17,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.004
2.618	2.901
1.618	2.838
1.000	2.799
0.618	2.775
HIGH	2.736
0.618	2.712
0.500	2.705
0.382	2.697
LOW	2.673
0.618	2.634
1.000	2.610
1.618	2.571
2.618	2.508
4.250	2.405

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	2.714	2.711
PP	2.709	2.704
S1	2.705	2.697

Download as Excel Spreadsheet

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

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