NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 3.730 3.750 0.020 0.5% 3.787
High 3.768 3.780 0.012 0.3% 3.800
Low 3.682 3.676 -0.006 -0.2% 3.598
Close 3.731 3.754 0.023 0.6% 3.653
Range 0.086 0.104 0.018 20.9% 0.202
ATR 0.084 0.085 0.001 1.7% 0.000
Volume 8,988 21,557 12,569 139.8% 75,436
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.049 4.005 3.811
R3 3.945 3.901 3.783
R2 3.841 3.841 3.773
R1 3.797 3.797 3.764 3.819
PP 3.737 3.737 3.737 3.748
S1 3.693 3.693 3.744 3.715
S2 3.633 3.633 3.735
S3 3.529 3.589 3.725
S4 3.425 3.485 3.697
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.290 4.173 3.764
R3 4.088 3.971 3.709
R2 3.886 3.886 3.690
R1 3.769 3.769 3.672 3.727
PP 3.684 3.684 3.684 3.662
S1 3.567 3.567 3.634 3.525
S2 3.482 3.482 3.616
S3 3.280 3.365 3.597
S4 3.078 3.163 3.542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.782 3.598 0.184 4.9% 0.091 2.4% 85% False False 13,358
10 3.800 3.598 0.202 5.4% 0.089 2.4% 77% False False 14,894
20 3.853 3.462 0.391 10.4% 0.086 2.3% 75% False False 11,499
40 3.880 3.462 0.418 11.1% 0.072 1.9% 70% False False 8,191
60 3.885 3.462 0.423 11.3% 0.066 1.8% 69% False False 6,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.222
2.618 4.052
1.618 3.948
1.000 3.884
0.618 3.844
HIGH 3.780
0.618 3.740
0.500 3.728
0.382 3.716
LOW 3.676
0.618 3.612
1.000 3.572
1.618 3.508
2.618 3.404
4.250 3.234
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 3.745 3.746
PP 3.737 3.737
S1 3.728 3.729

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

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