NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 3.692 3.727 0.035 0.9% 3.735
High 3.750 3.743 -0.007 -0.2% 3.853
Low 3.690 3.630 -0.060 -1.6% 3.691
Close 3.748 3.640 -0.108 -2.9% 3.779
Range 0.060 0.113 0.053 88.3% 0.162
ATR 0.078 0.081 0.003 3.7% 0.000
Volume 14,105 9,549 -4,556 -32.3% 69,733
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.010 3.938 3.702
R3 3.897 3.825 3.671
R2 3.784 3.784 3.661
R1 3.712 3.712 3.650 3.692
PP 3.671 3.671 3.671 3.661
S1 3.599 3.599 3.630 3.579
S2 3.558 3.558 3.619
S3 3.445 3.486 3.609
S4 3.332 3.373 3.578
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.260 4.182 3.868
R3 4.098 4.020 3.824
R2 3.936 3.936 3.809
R1 3.858 3.858 3.794 3.897
PP 3.774 3.774 3.774 3.794
S1 3.696 3.696 3.764 3.735
S2 3.612 3.612 3.749
S3 3.450 3.534 3.734
S4 3.288 3.372 3.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.800 3.630 0.170 4.7% 0.087 2.4% 6% False True 16,431
10 3.853 3.626 0.227 6.2% 0.087 2.4% 6% False False 13,455
20 3.853 3.462 0.391 10.7% 0.075 2.1% 46% False False 9,241
40 3.880 3.462 0.418 11.5% 0.067 1.8% 43% False False 6,938
60 3.885 3.462 0.423 11.6% 0.063 1.7% 42% False False 5,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.223
2.618 4.039
1.618 3.926
1.000 3.856
0.618 3.813
HIGH 3.743
0.618 3.700
0.500 3.687
0.382 3.673
LOW 3.630
0.618 3.560
1.000 3.517
1.618 3.447
2.618 3.334
4.250 3.150
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 3.687 3.690
PP 3.671 3.673
S1 3.656 3.657

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

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