NYMEX Natural Gas Future March 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 4.302 4.423 0.121 2.8% 4.000
High 4.414 4.461 0.047 1.1% 4.414
Low 4.225 4.193 -0.032 -0.8% 3.978
Close 4.353 4.203 -0.150 -3.4% 4.353
Range 0.189 0.268 0.079 41.8% 0.436
ATR 0.126 0.136 0.010 8.1% 0.000
Volume 82,739 65,363 -17,376 -21.0% 272,792
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.090 4.914 4.350
R3 4.822 4.646 4.277
R2 4.554 4.554 4.252
R1 4.378 4.378 4.228 4.332
PP 4.286 4.286 4.286 4.263
S1 4.110 4.110 4.178 4.064
S2 4.018 4.018 4.154
S3 3.750 3.842 4.129
S4 3.482 3.574 4.056
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 4.461 4.049 0.412 9.8% 0.202 4.8% 37% True False 59,174
10 4.461 3.650 0.811 19.3% 0.155 3.7% 68% True False 43,132
20 4.461 3.648 0.813 19.3% 0.124 3.0% 68% True False 31,106
40 4.461 3.648 0.813 19.3% 0.106 2.5% 68% True False 25,152
60 4.461 3.648 0.813 19.3% 0.098 2.3% 68% True False 21,132
80 4.461 3.648 0.813 19.3% 0.092 2.2% 68% True False 18,082
100 4.596 3.648 0.948 22.6% 0.087 2.1% 59% False False 15,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 5.600
2.618 5.163
1.618 4.895
1.000 4.729
0.618 4.627
HIGH 4.461
0.618 4.359
0.500 4.327
0.382 4.295
LOW 4.193
0.618 4.027
1.000 3.925
1.618 3.759
2.618 3.491
4.250 3.054
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 4.327 4.273
PP 4.286 4.250
S1 4.244 4.226

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

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