NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	2.871	2.824	-0.047	-1.6%	2.853
High	2.871	2.838	-0.033	-1.1%	2.883
Low	2.825	2.816	-0.009	-0.3%	2.832
Close	2.828	2.820	-0.008	-0.3%	2.853
Range	0.046	0.022	-0.024	-52.2%	0.051
ATR
Volume	1,714	1,309	-405	-23.6%	7,526

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.891	2.877	2.832
R3	2.869	2.855	2.826
R2	2.847	2.847	2.824
R1	2.833	2.833	2.822	2.829
PP	2.825	2.825	2.825	2.823
S1	2.811	2.811	2.818	2.807
S2	2.803	2.803	2.816
S3	2.781	2.789	2.814
S4	2.759	2.767	2.808

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	2.816	0.091	3.2%	0.036	1.3%	4%	False	True	1,753
10	2.907	2.793	0.114	4.0%	0.038	1.3%	24%	False	False	1,849

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.005
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2.932
2.618	2.896
1.618	2.874
1.000	2.860
0.618	2.852
HIGH	2.838
0.618	2.830
0.500	2.827
0.382	2.824
LOW	2.816
0.618	2.802
1.000	2.794
1.618	2.780
2.618	2.758
4.250	2.723

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	2.827	2.862
PP	2.825	2.848
S1	2.822	2.834

Download as Excel Spreadsheet

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

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