NYMEX Natural Gas Future March 2016

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

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	2.978	2.981	0.003	0.1%	2.997
High	2.982	3.002	0.020	0.7%	3.012
Low	2.947	2.961	0.014	0.5%	2.944
Close	2.978	2.981	0.003	0.1%	3.008
Range	0.035	0.041	0.006	17.1%	0.068
ATR	0.056	0.055	-0.001	-1.9%	0.000
Volume	8,016	9,167	1,151	14.4%	30,950

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.084	3.004
R3	3.063	3.043	2.992
R2	3.022	3.022	2.989
R1	3.002	3.002	2.985	3.002
PP	2.981	2.981	2.981	2.981
S1	2.961	2.961	2.977	2.961
S2	2.940	2.940	2.973
S3	2.899	2.920	2.970
S4	2.858	2.879	2.958

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.192	3.168	3.045
R3	3.124	3.100	3.027
R2	3.056	3.056	3.020
R1	3.032	3.032	3.014	3.044
PP	2.988	2.988	2.988	2.994
S1	2.964	2.964	3.002	2.976
S2	2.920	2.920	2.996
S3	2.852	2.896	2.989
S4	2.784	2.828	2.971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.012	2.946	0.066	2.2%	0.042	1.4%	53%	False	False	6,980
10	3.099	2.944	0.155	5.2%	0.049	1.7%	24%	False	False	6,935
20	3.238	2.944	0.294	9.9%	0.052	1.7%	13%	False	False	7,795
40	3.290	2.944	0.346	11.6%	0.055	1.9%	11%	False	False	7,479

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.176
2.618	3.109
1.618	3.068
1.000	3.043
0.618	3.027
HIGH	3.002
0.618	2.986
0.500	2.982
0.382	2.977
LOW	2.961
0.618	2.936
1.000	2.920
1.618	2.895
2.618	2.854
4.250	2.787

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	2.982	2.981
PP	2.981	2.980
S1	2.981	2.980

Download as Excel Spreadsheet

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

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