NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	3.350	3.171	-0.179	-5.3%	3.930
High	3.351	3.234	-0.117	-3.5%	3.936
Low	3.124	3.098	-0.026	-0.8%	3.444
Close	3.144	3.171	0.027	0.9%	3.464
Range	0.227	0.136	-0.091	-40.1%	0.492
ATR	0.194	0.190	-0.004	-2.1%	0.000
Volume	154,679	90,095	-64,584	-41.8%	585,052

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.509	3.246
R3	3.440	3.373	3.208
R2	3.304	3.304	3.196
R1	3.237	3.237	3.183	3.239
PP	3.168	3.168	3.168	3.169
S1	3.101	3.101	3.159	3.103
S2	3.032	3.032	3.146
S3	2.896	2.965	3.134
S4	2.760	2.829	3.096

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.091	4.769	3.735
R3	4.599	4.277	3.599
R2	4.107	4.107	3.554
R1	3.785	3.785	3.509	3.700
PP	3.615	3.615	3.615	3.572
S1	3.293	3.293	3.419	3.208
S2	3.123	3.123	3.374
S3	2.631	2.801	3.329
S4	2.139	2.309	3.193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.805	3.098	0.707	22.3%	0.175	5.5%	10%	False	True	117,356
10	3.936	3.098	0.838	26.4%	0.178	5.6%	9%	False	True	126,358
20	4.529	3.098	1.431	45.1%	0.175	5.5%	5%	False	True	134,186
40	4.689	3.098	1.591	50.2%	0.181	5.7%	5%	False	True	114,947
60	4.689	3.098	1.591	50.2%	0.152	4.8%	5%	False	True	88,785
80	4.689	3.098	1.591	50.2%	0.139	4.4%	5%	False	True	72,742
100	4.689	3.098	1.591	50.2%	0.129	4.1%	5%	False	True	62,465
120	4.689	3.098	1.591	50.2%	0.121	3.8%	5%	False	True	54,742

Crabel Price Patterns
NR	True
NR4	True
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	0.032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.812
2.618	3.590
1.618	3.454
1.000	3.370
0.618	3.318
HIGH	3.234
0.618	3.182
0.500	3.166
0.382	3.150
LOW	3.098
0.618	3.014
1.000	2.962
1.618	2.878
2.618	2.742
4.250	2.520

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	3.169	3.388
PP	3.168	3.315
S1	3.166	3.243

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols