NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	2.863	2.900	0.037	1.3%	2.853
High	2.894	2.907	0.013	0.4%	2.883
Low	2.853	2.873	0.020	0.7%	2.832
Close	2.888	2.876	-0.012	-0.4%	2.853
Range	0.041	0.034	-0.007	-17.1%	0.051
ATR
Volume	1,735	2,173	438	25.2%	7,526

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.987	2.966	2.895
R3	2.953	2.932	2.885
R2	2.919	2.919	2.882
R1	2.898	2.898	2.879	2.892
PP	2.885	2.885	2.885	2.882
S1	2.864	2.864	2.873	2.858
S2	2.851	2.851	2.870
S3	2.817	2.830	2.867
S4	2.783	2.796	2.857

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.009	2.982	2.881
R3	2.958	2.931	2.867
R2	2.907	2.907	2.862
R1	2.880	2.880	2.858	2.879
PP	2.856	2.856	2.856	2.855
S1	2.829	2.829	2.848	2.828
S2	2.805	2.805	2.844
S3	2.754	2.778	2.839
S4	2.703	2.727	2.825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.907	2.832	0.075	2.6%	0.035	1.2%	59%	True	False	1,942
10	2.907	2.793	0.114	4.0%	0.035	1.2%	73%	True	False	2,142

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.052
2.618	2.996
1.618	2.962
1.000	2.941
0.618	2.928
HIGH	2.907
0.618	2.894
0.500	2.890
0.382	2.886
LOW	2.873
0.618	2.852
1.000	2.839
1.618	2.818
2.618	2.784
4.250	2.729

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	2.890	2.874
PP	2.885	2.872
S1	2.881	2.870

Download as Excel Spreadsheet

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

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