NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	3.129	3.128	-0.001	0.0%	3.100
High	3.136	3.212	0.076	2.4%	3.191
Low	3.091	3.128	0.037	1.2%	3.060
Close	3.103	3.209	0.106	3.4%	3.103
Range	0.045	0.084	0.039	86.7%	0.131
ATR	0.076	0.078	0.002	3.1%	0.000
Volume	15,492	18,713	3,221	20.8%	68,906

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.435	3.406	3.255
R3	3.351	3.322	3.232
R2	3.267	3.267	3.224
R1	3.238	3.238	3.217	3.253
PP	3.183	3.183	3.183	3.190
S1	3.154	3.154	3.201	3.169
S2	3.099	3.099	3.194
S3	3.015	3.070	3.186
S4	2.931	2.986	3.163

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.438	3.175
R3	3.380	3.307	3.139
R2	3.249	3.249	3.127
R1	3.176	3.176	3.115	3.213
PP	3.118	3.118	3.118	3.136
S1	3.045	3.045	3.091	3.082
S2	2.987	2.987	3.079
S3	2.856	2.914	3.067
S4	2.725	2.783	3.031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.212	3.060	0.152	4.7%	0.074	2.3%	98%	True	False	16,045
10	3.318	3.060	0.258	8.0%	0.072	2.2%	58%	False	False	13,944

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	0.012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.569
2.618	3.432
1.618	3.348
1.000	3.296
0.618	3.264
HIGH	3.212
0.618	3.180
0.500	3.170
0.382	3.160
LOW	3.128
0.618	3.076
1.000	3.044
1.618	2.992
2.618	2.908
4.250	2.771

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	3.196	3.185
PP	3.183	3.160
S1	3.170	3.136

Download as Excel Spreadsheet

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

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