NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 3.750 3.749 -0.001 0.0% 3.684
High 3.780 3.750 -0.030 -0.8% 3.782
Low 3.676 3.667 -0.009 -0.2% 3.667
Close 3.754 3.681 -0.073 -1.9% 3.681
Range 0.104 0.083 -0.021 -20.2% 0.115
ATR 0.085 0.086 0.000 0.1% 0.000
Volume 21,557 23,241 1,684 7.8% 76,137
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.948 3.898 3.727
R3 3.865 3.815 3.704
R2 3.782 3.782 3.696
R1 3.732 3.732 3.689 3.716
PP 3.699 3.699 3.699 3.691
S1 3.649 3.649 3.673 3.633
S2 3.616 3.616 3.666
S3 3.533 3.566 3.658
S4 3.450 3.483 3.635
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.055 3.983 3.744
R3 3.940 3.868 3.713
R2 3.825 3.825 3.702
R1 3.753 3.753 3.692 3.732
PP 3.710 3.710 3.710 3.699
S1 3.638 3.638 3.670 3.617
S2 3.595 3.595 3.660
S3 3.480 3.523 3.649
S4 3.365 3.408 3.618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.782 3.667 0.115 3.1% 0.092 2.5% 12% False True 15,227
10 3.800 3.598 0.202 5.5% 0.090 2.4% 41% False False 15,157
20 3.853 3.462 0.391 10.6% 0.087 2.4% 56% False False 12,377
40 3.880 3.462 0.418 11.4% 0.073 2.0% 52% False False 8,679
60 3.883 3.462 0.421 11.4% 0.067 1.8% 52% False False 7,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.103
2.618 3.967
1.618 3.884
1.000 3.833
0.618 3.801
HIGH 3.750
0.618 3.718
0.500 3.709
0.382 3.699
LOW 3.667
0.618 3.616
1.000 3.584
1.618 3.533
2.618 3.450
4.250 3.314
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 3.709 3.724
PP 3.699 3.709
S1 3.690 3.695

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

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