NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 3.608 3.566 -0.042 -1.2% 3.695
High 3.608 3.585 -0.023 -0.6% 3.750
Low 3.572 3.517 -0.055 -1.5% 3.550
Close 3.576 3.542 -0.034 -1.0% 3.677
Range 0.036 0.068 0.032 88.9% 0.200
ATR 0.061 0.061 0.001 0.8% 0.000
Volume 5,612 4,557 -1,055 -18.8% 16,448
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.752 3.715 3.579
R3 3.684 3.647 3.561
R2 3.616 3.616 3.554
R1 3.579 3.579 3.548 3.564
PP 3.548 3.548 3.548 3.540
S1 3.511 3.511 3.536 3.496
S2 3.480 3.480 3.530
S3 3.412 3.443 3.523
S4 3.344 3.375 3.505
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.259 4.168 3.787
R3 4.059 3.968 3.732
R2 3.859 3.859 3.714
R1 3.768 3.768 3.695 3.714
PP 3.659 3.659 3.659 3.632
S1 3.568 3.568 3.659 3.514
S2 3.459 3.459 3.640
S3 3.259 3.368 3.622
S4 3.059 3.168 3.567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.679 3.517 0.162 4.6% 0.048 1.4% 15% False True 4,327
10 3.750 3.517 0.233 6.6% 0.059 1.7% 11% False True 3,932
20 3.880 3.517 0.363 10.2% 0.057 1.6% 7% False True 4,884
40 3.885 3.517 0.368 10.4% 0.057 1.6% 7% False True 4,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.874
2.618 3.763
1.618 3.695
1.000 3.653
0.618 3.627
HIGH 3.585
0.618 3.559
0.500 3.551
0.382 3.543
LOW 3.517
0.618 3.475
1.000 3.449
1.618 3.407
2.618 3.339
4.250 3.228
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 3.551 3.570
PP 3.548 3.561
S1 3.545 3.551

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

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