NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	2.865	2.893	0.028	1.0%	2.798
High	2.908	2.901	-0.007	-0.2%	2.875
Low	2.858	2.848	-0.010	-0.3%	2.777
Close	2.889	2.861	-0.028	-1.0%	2.857
Range	0.050	0.053	0.003	6.0%	0.098
ATR	0.061	0.060	-0.001	-0.9%	0.000
Volume	57,544	60,518	2,974	5.2%	268,565

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.029	2.998	2.890
R3	2.976	2.945	2.876
R2	2.923	2.923	2.871
R1	2.892	2.892	2.866	2.881
PP	2.870	2.870	2.870	2.865
S1	2.839	2.839	2.856	2.828
S2	2.817	2.817	2.851
S3	2.764	2.786	2.846
S4	2.711	2.733	2.832

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.130	3.092	2.911
R3	3.032	2.994	2.884
R2	2.934	2.934	2.875
R1	2.896	2.896	2.866	2.915
PP	2.836	2.836	2.836	2.846
S1	2.798	2.798	2.848	2.817
S2	2.738	2.738	2.839
S3	2.640	2.700	2.830
S4	2.542	2.602	2.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.908	2.791	0.117	4.1%	0.056	2.0%	60%	False	False	62,283
10	2.908	2.745	0.163	5.7%	0.061	2.1%	71%	False	False	51,615
20	3.068	2.745	0.323	11.3%	0.060	2.1%	36%	False	False	37,825
40	3.146	2.745	0.401	14.0%	0.058	2.0%	29%	False	False	30,085
60	3.343	2.745	0.598	20.9%	0.060	2.1%	19%	False	False	26,772
80	3.343	2.745	0.598	20.9%	0.061	2.1%	19%	False	False	23,997
100	3.389	2.745	0.644	22.5%	0.064	2.2%	18%	False	False	22,190

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.126
2.618	3.040
1.618	2.987
1.000	2.954
0.618	2.934
HIGH	2.901
0.618	2.881
0.500	2.875
0.382	2.868
LOW	2.848
0.618	2.815
1.000	2.795
1.618	2.762
2.618	2.709
4.250	2.623

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	2.875	2.861
PP	2.870	2.861
S1	2.866	2.861

Download as Excel Spreadsheet

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

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