NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	3.100	3.131	0.031	1.0%	3.300
High	3.141	3.191	0.050	1.6%	3.318
Low	3.091	3.092	0.001	0.0%	3.106
Close	3.133	3.167	0.034	1.1%	3.118
Range	0.050	0.099	0.049	98.0%	0.212
ATR	0.078	0.079	0.002	1.9%	0.000
Volume	7,394	16,202	8,808	119.1%	51,829

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.447	3.406	3.221
R3	3.348	3.307	3.194
R2	3.249	3.249	3.185
R1	3.208	3.208	3.176	3.229
PP	3.150	3.150	3.150	3.160
S1	3.109	3.109	3.158	3.130
S2	3.051	3.051	3.149
S3	2.952	3.010	3.140
S4	2.853	2.911	3.113

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.817	3.679	3.235
R3	3.605	3.467	3.176
R2	3.393	3.393	3.157
R1	3.255	3.255	3.137	3.218
PP	3.181	3.181	3.181	3.162
S1	3.043	3.043	3.099	3.006
S2	2.969	2.969	3.079
S3	2.757	2.831	3.060
S4	2.545	2.619	3.001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.318	3.091	0.227	7.2%	0.079	2.5%	33%	False	False	13,105
10	3.483	3.091	0.392	12.4%	0.078	2.5%	19%	False	False	12,938

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.612
2.618	3.450
1.618	3.351
1.000	3.290
0.618	3.252
HIGH	3.191
0.618	3.153
0.500	3.142
0.382	3.130
LOW	3.092
0.618	3.031
1.000	2.993
1.618	2.932
2.618	2.833
4.250	2.671

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	3.159	3.158
PP	3.150	3.150
S1	3.142	3.141

Download as Excel Spreadsheet

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

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