NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 3.459 3.511 0.052 1.5% 3.596
High 3.550 3.511 -0.039 -1.1% 3.652
Low 3.446 3.422 -0.024 -0.7% 3.426
Close 3.545 3.430 -0.115 -3.2% 3.545
Range 0.104 0.089 -0.015 -14.4% 0.226
ATR 0.081 0.084 0.003 3.7% 0.000
Volume 5,345 4,201 -1,144 -21.4% 19,436
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.721 3.665 3.479
R3 3.632 3.576 3.454
R2 3.543 3.543 3.446
R1 3.487 3.487 3.438 3.471
PP 3.454 3.454 3.454 3.446
S1 3.398 3.398 3.422 3.382
S2 3.365 3.365 3.414
S3 3.276 3.309 3.406
S4 3.187 3.220 3.381
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.219 4.108 3.669
R3 3.993 3.882 3.607
R2 3.767 3.767 3.586
R1 3.656 3.656 3.566 3.599
PP 3.541 3.541 3.541 3.512
S1 3.430 3.430 3.524 3.373
S2 3.315 3.315 3.504
S3 3.089 3.204 3.483
S4 2.863 2.978 3.421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.642 3.422 0.220 6.4% 0.085 2.5% 4% False True 4,228
10 3.773 3.422 0.351 10.2% 0.084 2.5% 2% False True 3,621
20 3.786 3.422 0.364 10.6% 0.079 2.3% 2% False True 3,961
40 3.872 3.422 0.450 13.1% 0.072 2.1% 2% False True 3,242
60 3.905 3.422 0.483 14.1% 0.065 1.9% 2% False True 2,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.889
2.618 3.744
1.618 3.655
1.000 3.600
0.618 3.566
HIGH 3.511
0.618 3.477
0.500 3.467
0.382 3.456
LOW 3.422
0.618 3.367
1.000 3.333
1.618 3.278
2.618 3.189
4.250 3.044
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 3.467 3.486
PP 3.454 3.467
S1 3.442 3.449

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

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