NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 3.596 3.636 0.040 1.1% 3.630
High 3.652 3.642 -0.010 -0.3% 3.773
Low 3.595 3.561 -0.034 -0.9% 3.615
Close 3.642 3.574 -0.068 -1.9% 3.642
Range 0.057 0.081 0.024 42.1% 0.158
ATR 0.077 0.077 0.000 0.4% 0.000
Volume 2,496 4,042 1,546 61.9% 12,575
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.835 3.786 3.619
R3 3.754 3.705 3.596
R2 3.673 3.673 3.589
R1 3.624 3.624 3.581 3.608
PP 3.592 3.592 3.592 3.585
S1 3.543 3.543 3.567 3.527
S2 3.511 3.511 3.559
S3 3.430 3.462 3.552
S4 3.349 3.381 3.529
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.151 4.054 3.729
R3 3.993 3.896 3.685
R2 3.835 3.835 3.671
R1 3.738 3.738 3.656 3.787
PP 3.677 3.677 3.677 3.701
S1 3.580 3.580 3.628 3.629
S2 3.519 3.519 3.613
S3 3.361 3.422 3.599
S4 3.203 3.264 3.555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.773 3.561 0.212 5.9% 0.076 2.1% 6% False True 2,973
10 3.777 3.561 0.216 6.0% 0.078 2.2% 6% False True 3,860
20 3.872 3.561 0.311 8.7% 0.079 2.2% 4% False True 4,133
40 3.872 3.497 0.375 10.5% 0.068 1.9% 21% False False 2,958
60 3.905 3.497 0.408 11.4% 0.062 1.7% 19% False False 2,483
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.986
2.618 3.854
1.618 3.773
1.000 3.723
0.618 3.692
HIGH 3.642
0.618 3.611
0.500 3.602
0.382 3.592
LOW 3.561
0.618 3.511
1.000 3.480
1.618 3.430
2.618 3.349
4.250 3.217
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 3.602 3.641
PP 3.592 3.619
S1 3.583 3.596

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

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