NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	2.801	2.803	0.002	0.1%	2.760
High	2.801	2.809	0.008	0.3%	2.804
Low	2.743	2.765	0.022	0.8%	2.732
Close	2.766	2.789	0.023	0.8%	2.766
Range	0.058	0.044	-0.014	-24.1%	0.072
ATR	0.040	0.040	0.000	0.7%	0.000
Volume	1,551	2,969	1,418	91.4%	8,900

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.920	2.898	2.813
R3	2.876	2.854	2.801
R2	2.832	2.832	2.797
R1	2.810	2.810	2.793	2.799
PP	2.788	2.788	2.788	2.782
S1	2.766	2.766	2.785	2.755
S2	2.744	2.744	2.781
S3	2.700	2.722	2.777
S4	2.656	2.678	2.765

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.947	2.806
R3	2.911	2.875	2.786
R2	2.839	2.839	2.779
R1	2.803	2.803	2.773	2.821
PP	2.767	2.767	2.767	2.777
S1	2.731	2.731	2.759	2.749
S2	2.695	2.695	2.753
S3	2.623	2.659	2.746
S4	2.551	2.587	2.726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.809	2.732	0.077	2.8%	0.042	1.5%	74%	True	False	1,984
10	2.907	2.732	0.175	6.3%	0.039	1.4%	33%	False	False	1,817

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	0.007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.996
2.618	2.924
1.618	2.880
1.000	2.853
0.618	2.836
HIGH	2.809
0.618	2.792
0.500	2.787
0.382	2.782
LOW	2.765
0.618	2.738
1.000	2.721
1.618	2.694
2.618	2.650
4.250	2.578

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	2.788	2.783
PP	2.788	2.777
S1	2.787	2.771

Download as Excel Spreadsheet

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

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