NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 3.735 3.731 -0.004 -0.1% 3.540
High 3.755 3.802 0.047 1.3% 3.696
Low 3.702 3.720 0.018 0.5% 3.462
Close 3.735 3.774 0.039 1.0% 3.650
Range 0.053 0.082 0.029 54.7% 0.234
ATR 0.070 0.070 0.001 1.3% 0.000
Volume 6,099 10,533 4,434 72.7% 26,236
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.011 3.975 3.819
R3 3.929 3.893 3.797
R2 3.847 3.847 3.789
R1 3.811 3.811 3.782 3.829
PP 3.765 3.765 3.765 3.775
S1 3.729 3.729 3.766 3.747
S2 3.683 3.683 3.759
S3 3.601 3.647 3.751
S4 3.519 3.565 3.729
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.305 4.211 3.779
R3 4.071 3.977 3.714
R2 3.837 3.837 3.693
R1 3.743 3.743 3.671 3.790
PP 3.603 3.603 3.603 3.626
S1 3.509 3.509 3.629 3.556
S2 3.369 3.369 3.607
S3 3.135 3.275 3.586
S4 2.901 3.041 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.802 3.536 0.266 7.0% 0.072 1.9% 89% True False 6,184
10 3.802 3.462 0.340 9.0% 0.069 1.8% 92% True False 5,871
20 3.802 3.462 0.340 9.0% 0.065 1.7% 92% True False 4,920
40 3.883 3.462 0.421 11.2% 0.060 1.6% 74% False False 4,825
60 3.885 3.462 0.423 11.2% 0.057 1.5% 74% False False 4,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.151
2.618 4.017
1.618 3.935
1.000 3.884
0.618 3.853
HIGH 3.802
0.618 3.771
0.500 3.761
0.382 3.751
LOW 3.720
0.618 3.669
1.000 3.638
1.618 3.587
2.618 3.505
4.250 3.372
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 3.770 3.754
PP 3.765 3.734
S1 3.761 3.714

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

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