NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	3.175	3.125	-0.050	-1.6%	3.300
High	3.179	3.143	-0.036	-1.1%	3.318
Low	3.120	3.060	-0.060	-1.9%	3.106
Close	3.127	3.126	-0.001	0.0%	3.118
Range	0.059	0.083	0.024	40.7%	0.212
ATR	0.078	0.078	0.000	0.5%	0.000
Volume	12,464	17,354	4,890	39.2%	51,829

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.325	3.172
R3	3.276	3.242	3.149
R2	3.193	3.193	3.141
R1	3.159	3.159	3.134	3.176
PP	3.110	3.110	3.110	3.118
S1	3.076	3.076	3.118	3.093
S2	3.027	3.027	3.111
S3	2.944	2.993	3.103
S4	2.861	2.910	3.080

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	3.191	3.060	0.131	4.2%	0.070	2.2%	50%	False	True	13,108
10	3.430	3.060	0.370	11.8%	0.073	2.3%	18%	False	True	12,834

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.496
2.618	3.360
1.618	3.277
1.000	3.226
0.618	3.194
HIGH	3.143
0.618	3.111
0.500	3.102
0.382	3.092
LOW	3.060
0.618	3.009
1.000	2.977
1.618	2.926
2.618	2.843
4.250	2.707

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	3.118	3.126
PP	3.110	3.126
S1	3.102	3.126

Download as Excel Spreadsheet

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

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