NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	3.076	3.123	0.047	1.5%	3.178
High	3.141	3.123	-0.018	-0.6%	3.178
Low	3.065	3.042	-0.023	-0.8%	3.042
Close	3.124	3.044	-0.080	-2.6%	3.044
Range	0.076	0.081	0.005	6.6%	0.136
ATR	0.060	0.061	0.002	2.6%	0.000
Volume	5,845	5,143	-702	-12.0%	26,110

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.313	3.259	3.089
R3	3.232	3.178	3.066
R2	3.151	3.151	3.059
R1	3.097	3.097	3.051	3.084
PP	3.070	3.070	3.070	3.063
S1	3.016	3.016	3.037	3.003
S2	2.989	2.989	3.029
S3	2.908	2.935	3.022
S4	2.827	2.854	2.999

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.496	3.406	3.119
R3	3.360	3.270	3.081
R2	3.224	3.224	3.069
R1	3.134	3.134	3.056	3.111
PP	3.088	3.088	3.088	3.077
S1	2.998	2.998	3.032	2.975
S2	2.952	2.952	3.019
S3	2.816	2.862	3.007
S4	2.680	2.726	2.969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.178	3.042	0.136	4.5%	0.058	1.9%	1%	False	True	5,222
10	3.282	3.042	0.240	7.9%	0.055	1.8%	1%	False	True	4,990
20	3.282	3.042	0.240	7.9%	0.058	1.9%	1%	False	True	4,479
40	3.333	3.042	0.291	9.6%	0.059	1.9%	1%	False	True	3,844

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	0.008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.467
2.618	3.335
1.618	3.254
1.000	3.204
0.618	3.173
HIGH	3.123
0.618	3.092
0.500	3.083
0.382	3.073
LOW	3.042
0.618	2.992
1.000	2.961
1.618	2.911
2.618	2.830
4.250	2.698

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	3.083	3.092
PP	3.070	3.076
S1	3.057	3.060

Download as Excel Spreadsheet

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

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