NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	2.889	2.842	-0.047	-1.6%	2.927
High	2.910	2.846	-0.064	-2.2%	2.967
Low	2.832	2.764	-0.068	-2.4%	2.879
Close	2.842	2.775	-0.067	-2.4%	2.925
Range	0.078	0.082	0.004	5.1%	0.088
ATR	0.059	0.061	0.002	2.8%	0.000
Volume	12,290	15,792	3,502	28.5%	47,867

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.041	2.990	2.820
R3	2.959	2.908	2.798
R2	2.877	2.877	2.790
R1	2.826	2.826	2.783	2.811
PP	2.795	2.795	2.795	2.787
S1	2.744	2.744	2.767	2.729
S2	2.713	2.713	2.760
S3	2.631	2.662	2.752
S4	2.549	2.580	2.730

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.144	2.973
R3	3.100	3.056	2.949
R2	3.012	3.012	2.941
R1	2.968	2.968	2.933	2.946
PP	2.924	2.924	2.924	2.913
S1	2.880	2.880	2.917	2.858
S2	2.836	2.836	2.909
S3	2.748	2.792	2.901
S4	2.660	2.704	2.877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.989	2.764	0.225	8.1%	0.073	2.6%	5%	False	True	13,125
10	3.004	2.764	0.240	8.6%	0.059	2.1%	5%	False	True	10,743
20	3.097	2.764	0.333	12.0%	0.057	2.1%	3%	False	True	9,599
40	3.282	2.764	0.518	18.7%	0.054	1.9%	2%	False	True	7,208
60	3.333	2.764	0.569	20.5%	0.056	2.0%	2%	False	True	6,008
80	3.370	2.764	0.606	21.8%	0.057	2.1%	2%	False	True	5,199

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	0.010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.195
2.618	3.061
1.618	2.979
1.000	2.928
0.618	2.897
HIGH	2.846
0.618	2.815
0.500	2.805
0.382	2.795
LOW	2.764
0.618	2.713
1.000	2.682
1.618	2.631
2.618	2.549
4.250	2.416

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	2.805	2.864
PP	2.795	2.834
S1	2.785	2.805

Download as Excel Spreadsheet

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

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