NYMEX Natural Gas Future January 2015

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	4.541	4.620	0.079	1.7%	4.249
High	4.658	4.689	0.031	0.7%	4.689
Low	4.415	4.390	-0.025	-0.6%	4.223
Close	4.649	4.417	-0.232	-5.0%	4.417
Range	0.243	0.299	0.056	23.0%	0.466
ATR	0.180	0.188	0.009	4.7%	0.000
Volume	179,394	130,257	-49,137	-27.4%	688,540

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.396	5.205	4.581
R3	5.097	4.906	4.499
R2	4.798	4.798	4.472
R1	4.607	4.607	4.444	4.553
PP	4.499	4.499	4.499	4.472
S1	4.308	4.308	4.390	4.254
S2	4.200	4.200	4.362
S3	3.901	4.009	4.335
S4	3.602	3.710	4.253

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.841	5.595	4.673
R3	5.375	5.129	4.545
R2	4.909	4.909	4.502
R1	4.663	4.663	4.460	4.786
PP	4.443	4.443	4.443	4.505
S1	4.197	4.197	4.374	4.320
S2	3.977	3.977	4.332
S3	3.511	3.731	4.289
S4	3.045	3.265	4.161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.689	4.223	0.466	10.6%	0.253	5.7%	42%	True	False	137,708
10	4.689	4.044	0.645	14.6%	0.215	4.9%	58%	True	False	110,521
20	4.689	3.707	0.982	22.2%	0.184	4.2%	72%	True	False	88,357
40	4.689	3.707	0.982	22.2%	0.140	3.2%	72%	True	False	62,266
60	4.689	3.707	0.982	22.2%	0.125	2.8%	72%	True	False	49,806
80	4.689	3.707	0.982	22.2%	0.117	2.6%	72%	True	False	42,637
100	4.689	3.707	0.982	22.2%	0.110	2.5%	72%	True	False	37,245
120	5.027	3.707	1.320	29.9%	0.107	2.4%	54%	False	False	33,008

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	0.047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.960
2.618	5.472
1.618	5.173
1.000	4.988
0.618	4.874
HIGH	4.689
0.618	4.575
0.500	4.540
0.382	4.504
LOW	4.390
0.618	4.205
1.000	4.091
1.618	3.906
2.618	3.607
4.250	3.119

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	4.540	4.506
PP	4.499	4.476
S1	4.458	4.447

Download as Excel Spreadsheet

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

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