NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 3.688 3.735 0.047 1.3% 3.684
High 3.746 3.775 0.029 0.8% 3.782
Low 3.663 3.691 0.028 0.8% 3.667
Close 3.735 3.700 -0.035 -0.9% 3.681
Range 0.083 0.084 0.001 1.2% 0.115
ATR 0.088 0.087 0.000 -0.3% 0.000
Volume 10,844 9,925 -919 -8.5% 76,137
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.974 3.921 3.746
R3 3.890 3.837 3.723
R2 3.806 3.806 3.715
R1 3.753 3.753 3.708 3.738
PP 3.722 3.722 3.722 3.714
S1 3.669 3.669 3.692 3.654
S2 3.638 3.638 3.685
S3 3.554 3.585 3.677
S4 3.470 3.501 3.654
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 3.780 3.600 0.180 4.9% 0.094 2.6% 56% False False 16,012
10 3.782 3.598 0.184 5.0% 0.094 2.5% 55% False False 13,484
20 3.853 3.577 0.276 7.5% 0.088 2.4% 45% False False 13,322
40 3.853 3.462 0.391 10.6% 0.075 2.0% 61% False False 9,138
60 3.883 3.462 0.421 11.4% 0.069 1.9% 57% False False 7,432
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.132
2.618 3.995
1.618 3.911
1.000 3.859
0.618 3.827
HIGH 3.775
0.618 3.743
0.500 3.733
0.382 3.723
LOW 3.691
0.618 3.639
1.000 3.607
1.618 3.555
2.618 3.471
4.250 3.334
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 3.733 3.696
PP 3.722 3.692
S1 3.711 3.688

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

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