NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 4.184 4.302 0.118 2.8% 4.000
High 4.338 4.414 0.076 1.8% 4.414
Low 4.085 4.225 0.140 3.4% 3.978
Close 4.316 4.353 0.037 0.9% 4.353
Range 0.253 0.189 -0.064 -25.3% 0.436
ATR 0.121 0.126 0.005 4.0% 0.000
Volume 54,491 82,739 28,248 51.8% 272,792
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.898 4.814 4.457
R3 4.709 4.625 4.405
R2 4.520 4.520 4.388
R1 4.436 4.436 4.370 4.478
PP 4.331 4.331 4.331 4.352
S1 4.247 4.247 4.336 4.289
S2 4.142 4.142 4.318
S3 3.953 4.058 4.301
S4 3.764 3.869 4.249
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.556 5.391 4.593
R3 5.120 4.955 4.473
R2 4.684 4.684 4.433
R1 4.519 4.519 4.393 4.602
PP 4.248 4.248 4.248 4.290
S1 4.083 4.083 4.313 4.166
S2 3.812 3.812 4.273
S3 3.376 3.647 4.233
S4 2.940 3.211 4.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.414 3.978 0.436 10.0% 0.166 3.8% 86% True False 54,558
10 4.414 3.648 0.766 17.6% 0.137 3.1% 92% True False 38,152
20 4.414 3.648 0.766 17.6% 0.115 2.6% 92% True False 28,821
40 4.414 3.648 0.766 17.6% 0.102 2.3% 92% True False 23,785
60 4.414 3.648 0.766 17.6% 0.095 2.2% 92% True False 20,225
80 4.414 3.648 0.766 17.6% 0.089 2.1% 92% True False 17,432
100 4.693 3.648 1.045 24.0% 0.086 2.0% 67% False False 15,365
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.217
2.618 4.909
1.618 4.720
1.000 4.603
0.618 4.531
HIGH 4.414
0.618 4.342
0.500 4.320
0.382 4.297
LOW 4.225
0.618 4.108
1.000 4.036
1.618 3.919
2.618 3.730
4.250 3.422
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 4.342 4.319
PP 4.331 4.284
S1 4.320 4.250

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

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