NYMEX Natural Gas Future February 2016

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

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	2.812	2.829	0.017	0.6%	2.950
High	2.856	2.868	0.012	0.4%	2.989
Low	2.801	2.810	0.009	0.3%	2.760
Close	2.821	2.855	0.034	1.2%	2.808
Range	0.055	0.058	0.003	5.5%	0.229
ATR	0.058	0.058	0.000	0.0%	0.000
Volume	17,528	11,182	-6,346	-36.2%	65,748

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.018	2.995	2.887
R3	2.960	2.937	2.871
R2	2.902	2.902	2.866
R1	2.879	2.879	2.860	2.891
PP	2.844	2.844	2.844	2.850
S1	2.821	2.821	2.850	2.833
S2	2.786	2.786	2.844
S3	2.728	2.763	2.839
S4	2.670	2.705	2.823

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.539	3.403	2.934
R3	3.310	3.174	2.871
R2	3.081	3.081	2.850
R1	2.945	2.945	2.829	2.899
PP	2.852	2.852	2.852	2.829
S1	2.716	2.716	2.787	2.670
S2	2.623	2.623	2.766
S3	2.394	2.487	2.745
S4	2.165	2.258	2.682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.868	2.760	0.108	3.8%	0.052	1.8%	88%	True	False	12,314
10	2.989	2.760	0.229	8.0%	0.062	2.2%	41%	False	False	12,720
20	3.097	2.760	0.337	11.8%	0.057	2.0%	28%	False	False	10,387
40	3.282	2.760	0.522	18.3%	0.054	1.9%	18%	False	False	8,156
60	3.333	2.760	0.573	20.1%	0.055	1.9%	17%	False	False	6,685
80	3.370	2.760	0.610	21.4%	0.056	2.0%	16%	False	False	5,789

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	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.115
2.618	3.020
1.618	2.962
1.000	2.926
0.618	2.904
HIGH	2.868
0.618	2.846
0.500	2.839
0.382	2.832
LOW	2.810
0.618	2.774
1.000	2.752
1.618	2.716
2.618	2.658
4.250	2.564

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	2.850	2.848
PP	2.844	2.841
S1	2.839	2.835

Download as Excel Spreadsheet

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

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