NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	2.754	2.757	0.003	0.1%	2.863
High	2.764	2.804	0.040	1.4%	2.907
Low	2.750	2.732	-0.018	-0.7%	2.776
Close	2.761	2.802	0.041	1.5%	2.777
Range	0.014	0.072	0.058	414.3%	0.131
ATR	0.036	0.038	0.003	7.2%	0.000
Volume	1,744	2,513	769	44.1%	8,036

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.995	2.971	2.842
R3	2.923	2.899	2.822
R2	2.851	2.851	2.815
R1	2.827	2.827	2.809	2.839
PP	2.779	2.779	2.779	2.786
S1	2.755	2.755	2.795	2.767
S2	2.707	2.707	2.789
S3	2.635	2.683	2.782
S4	2.563	2.611	2.762

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.213	3.126	2.849
R3	3.082	2.995	2.813
R2	2.951	2.951	2.801
R1	2.864	2.864	2.789	2.842
PP	2.820	2.820	2.820	2.809
S1	2.733	2.733	2.765	2.711
S2	2.689	2.689	2.753
S3	2.558	2.602	2.741
S4	2.427	2.471	2.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.831	2.732	0.099	3.5%	0.037	1.3%	71%	False	True	1,690
10	2.907	2.732	0.175	6.2%	0.037	1.3%	40%	False	True	1,721

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.110
2.618	2.992
1.618	2.920
1.000	2.876
0.618	2.848
HIGH	2.804
0.618	2.776
0.500	2.768
0.382	2.760
LOW	2.732
0.618	2.688
1.000	2.660
1.618	2.616
2.618	2.544
4.250	2.426

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	2.791	2.791
PP	2.779	2.779
S1	2.768	2.768

Download as Excel Spreadsheet

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

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