NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 3.795 3.787 -0.008 -0.2% 3.735
High 3.795 3.800 0.005 0.1% 3.853
Low 3.720 3.686 -0.034 -0.9% 3.691
Close 3.779 3.708 -0.071 -1.9% 3.779
Range 0.075 0.114 0.039 52.0% 0.162
ATR 0.077 0.080 0.003 3.4% 0.000
Volume 20,615 24,440 3,825 18.6% 69,733
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.073 4.005 3.771
R3 3.959 3.891 3.739
R2 3.845 3.845 3.729
R1 3.777 3.777 3.718 3.754
PP 3.731 3.731 3.731 3.720
S1 3.663 3.663 3.698 3.640
S2 3.617 3.617 3.687
S3 3.503 3.549 3.677
S4 3.389 3.435 3.645
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.260 4.182 3.868
R3 4.098 4.020 3.824
R2 3.936 3.936 3.809
R1 3.858 3.858 3.794 3.897
PP 3.774 3.774 3.774 3.794
S1 3.696 3.696 3.764 3.735
S2 3.612 3.612 3.749
S3 3.450 3.534 3.734
S4 3.288 3.372 3.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.853 3.686 0.167 4.5% 0.101 2.7% 13% False True 17,614
10 3.853 3.479 0.374 10.1% 0.087 2.4% 61% False False 11,359
20 3.853 3.462 0.391 10.5% 0.076 2.1% 63% False False 7,904
40 3.883 3.462 0.421 11.4% 0.065 1.8% 58% False False 6,294
60 3.885 3.462 0.423 11.4% 0.061 1.7% 58% False False 5,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.285
2.618 4.098
1.618 3.984
1.000 3.914
0.618 3.870
HIGH 3.800
0.618 3.756
0.500 3.743
0.382 3.730
LOW 3.686
0.618 3.616
1.000 3.572
1.618 3.502
2.618 3.388
4.250 3.202
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 3.743 3.748
PP 3.731 3.734
S1 3.720 3.721

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

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