NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 3.749 3.625 -0.124 -3.3% 3.684
High 3.750 3.718 -0.032 -0.9% 3.782
Low 3.667 3.600 -0.067 -1.8% 3.667
Close 3.681 3.715 0.034 0.9% 3.681
Range 0.083 0.118 0.035 42.2% 0.115
ATR 0.086 0.088 0.002 2.7% 0.000
Volume 23,241 14,496 -8,745 -37.6% 76,137
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.032 3.991 3.780
R3 3.914 3.873 3.747
R2 3.796 3.796 3.737
R1 3.755 3.755 3.726 3.776
PP 3.678 3.678 3.678 3.688
S1 3.637 3.637 3.704 3.658
S2 3.560 3.560 3.693
S3 3.442 3.519 3.683
S4 3.324 3.401 3.650
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 3.600 0.182 4.9% 0.098 2.6% 63% False True 16,511
10 3.782 3.598 0.184 5.0% 0.090 2.4% 64% False False 14,162
20 3.853 3.479 0.374 10.1% 0.089 2.4% 63% False False 12,761
40 3.867 3.462 0.405 10.9% 0.074 2.0% 62% False False 8,972
60 3.883 3.462 0.421 11.3% 0.068 1.8% 60% False False 7,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.220
2.618 4.027
1.618 3.909
1.000 3.836
0.618 3.791
HIGH 3.718
0.618 3.673
0.500 3.659
0.382 3.645
LOW 3.600
0.618 3.527
1.000 3.482
1.618 3.409
2.618 3.291
4.250 3.099
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 3.696 3.707
PP 3.678 3.698
S1 3.659 3.690

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

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