NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	4.408	4.460	0.052	1.2%	4.148
High	4.503	4.532	0.029	0.6%	4.532
Low	4.250	4.233	-0.017	-0.4%	4.113
Close	4.489	4.266	-0.223	-5.0%	4.266
Range	0.253	0.299	0.046	18.2%	0.419
ATR	0.185	0.194	0.008	4.4%	0.000
Volume	220,237	98,332	-121,905	-55.4%	884,293

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.241	5.052	4.430
R3	4.942	4.753	4.348
R2	4.643	4.643	4.321
R1	4.454	4.454	4.293	4.399
PP	4.344	4.344	4.344	4.316
S1	4.155	4.155	4.239	4.100
S2	4.045	4.045	4.211
S3	3.746	3.856	4.184
S4	3.447	3.557	4.102

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.561	5.332	4.496
R3	5.142	4.913	4.381
R2	4.723	4.723	4.343
R1	4.494	4.494	4.304	4.609
PP	4.304	4.304	4.304	4.361
S1	4.075	4.075	4.228	4.190
S2	3.885	3.885	4.189
S3	3.466	3.656	4.151
S4	3.047	3.237	4.036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.532	4.113	0.419	9.8%	0.257	6.0%	37%	True	False	176,858
10	4.544	3.931	0.613	14.4%	0.222	5.2%	55%	False	False	169,732
20	4.544	3.620	0.924	21.7%	0.190	4.4%	70%	False	False	164,695
40	4.544	3.620	0.924	21.7%	0.146	3.4%	70%	False	False	105,474
60	4.544	3.620	0.924	21.7%	0.130	3.0%	70%	False	False	78,297
80	4.544	3.620	0.924	21.7%	0.122	2.8%	70%	False	False	62,663
100	4.544	3.620	0.924	21.7%	0.114	2.7%	70%	False	False	52,379
120	4.985	3.620	1.365	32.0%	0.112	2.6%	47%	False	False	44,729

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	0.046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.803
2.618	5.315
1.618	5.016
1.000	4.831
0.618	4.717
HIGH	4.532
0.618	4.418
0.500	4.383
0.382	4.347
LOW	4.233
0.618	4.048
1.000	3.934
1.618	3.749
2.618	3.450
4.250	2.962

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	4.383	4.363
PP	4.344	4.331
S1	4.305	4.298

Download as Excel Spreadsheet

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

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