NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 3.978 4.117 0.139 3.5% 4.423
High 4.065 4.298 0.233 5.7% 4.461
Low 3.930 4.100 0.170 4.3% 3.930
Close 4.015 4.293 0.278 6.9% 4.015
Range 0.135 0.198 0.063 46.7% 0.531
ATR 0.138 0.148 0.010 7.5% 0.000
Volume 46,199 36,979 -9,220 -20.0% 249,785
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.824 4.757 4.402
R3 4.626 4.559 4.347
R2 4.428 4.428 4.329
R1 4.361 4.361 4.311 4.395
PP 4.230 4.230 4.230 4.247
S1 4.163 4.163 4.275 4.197
S2 4.032 4.032 4.257
S3 3.834 3.965 4.239
S4 3.636 3.767 4.184
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.728 5.403 4.307
R3 5.197 4.872 4.161
R2 4.666 4.666 4.112
R1 4.341 4.341 4.064 4.238
PP 4.135 4.135 4.135 4.084
S1 3.810 3.810 3.966 3.707
S2 3.604 3.604 3.918
S3 3.073 3.279 3.869
S4 2.542 2.748 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.298 3.930 0.368 8.6% 0.149 3.5% 99% True False 44,280
10 4.461 3.930 0.531 12.4% 0.175 4.1% 68% False False 51,727
20 4.461 3.648 0.813 18.9% 0.138 3.2% 79% False False 37,455
40 4.461 3.648 0.813 18.9% 0.115 2.7% 79% False False 28,821
60 4.461 3.648 0.813 18.9% 0.104 2.4% 79% False False 24,094
80 4.461 3.648 0.813 18.9% 0.097 2.3% 79% False False 20,431
100 4.485 3.648 0.837 19.5% 0.091 2.1% 77% False False 17,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.140
2.618 4.816
1.618 4.618
1.000 4.496
0.618 4.420
HIGH 4.298
0.618 4.222
0.500 4.199
0.382 4.176
LOW 4.100
0.618 3.978
1.000 3.902
1.618 3.780
2.618 3.582
4.250 3.259
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 4.262 4.233
PP 4.230 4.174
S1 4.199 4.114

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

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