NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	2.900	2.871	-0.029	-1.0%	2.853
High	2.907	2.871	-0.036	-1.2%	2.883
Low	2.873	2.825	-0.048	-1.7%	2.832
Close	2.876	2.828	-0.048	-1.7%	2.853
Range	0.034	0.046	0.012	35.3%	0.051
ATR
Volume	2,173	1,714	-459	-21.1%	7,526

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.979	2.950	2.853
R3	2.933	2.904	2.841
R2	2.887	2.887	2.836
R1	2.858	2.858	2.832	2.850
PP	2.841	2.841	2.841	2.837
S1	2.812	2.812	2.824	2.804
S2	2.795	2.795	2.820
S3	2.749	2.766	2.815
S4	2.703	2.720	2.803

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	2.825	0.082	2.9%	0.039	1.4%	4%	False	True	1,870
10	2.907	2.793	0.114	4.0%	0.037	1.3%	31%	False	False	1,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.005
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.067
2.618	2.991
1.618	2.945
1.000	2.917
0.618	2.899
HIGH	2.871
0.618	2.853
0.500	2.848
0.382	2.843
LOW	2.825
0.618	2.797
1.000	2.779
1.618	2.751
2.618	2.705
4.250	2.630

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	2.848	2.866
PP	2.841	2.853
S1	2.835	2.841

Download as Excel Spreadsheet

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

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