NYMEX Natural Gas Future February 2016

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

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	3.006	3.004	-0.002	-0.1%	3.029
High	3.038	3.004	-0.034	-1.1%	3.049
Low	2.996	2.961	-0.035	-1.2%	2.981
Close	3.017	2.972	-0.045	-1.5%	3.045
Range	0.042	0.043	0.001	2.4%	0.068
ATR	0.056	0.056	0.000	0.0%	0.000
Volume	4,326	5,697	1,371	31.7%	23,226

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.108	3.083	2.996
R3	3.065	3.040	2.984
R2	3.022	3.022	2.980
R1	2.997	2.997	2.976	2.988
PP	2.979	2.979	2.979	2.975
S1	2.954	2.954	2.968	2.945
S2	2.936	2.936	2.964
S3	2.893	2.911	2.960
S4	2.850	2.868	2.948

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.229	3.205	3.082
R3	3.161	3.137	3.064
R2	3.093	3.093	3.057
R1	3.069	3.069	3.051	3.081
PP	3.025	3.025	3.025	3.031
S1	3.001	3.001	3.039	3.013
S2	2.957	2.957	3.033
S3	2.889	2.933	3.026
S4	2.821	2.865	3.008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.049	2.961	0.088	3.0%	0.043	1.4%	13%	False	True	4,374
10	3.141	2.961	0.180	6.1%	0.050	1.7%	6%	False	True	4,815
20	3.282	2.961	0.321	10.8%	0.051	1.7%	3%	False	True	4,817
40	3.333	2.961	0.372	12.5%	0.056	1.9%	3%	False	True	4,213
60	3.370	2.961	0.409	13.8%	0.057	1.9%	3%	False	True	3,732

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.187
2.618	3.117
1.618	3.074
1.000	3.047
0.618	3.031
HIGH	3.004
0.618	2.988
0.500	2.983
0.382	2.977
LOW	2.961
0.618	2.934
1.000	2.918
1.618	2.891
2.618	2.848
4.250	2.778

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	2.983	3.000
PP	2.979	2.990
S1	2.976	2.981

Download as Excel Spreadsheet

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

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