NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	4.285	4.421	0.136	3.2%	4.423
High	4.499	4.522	0.023	0.5%	4.461
Low	4.213	4.306	0.093	2.2%	3.930
Close	4.397	4.514	0.117	2.7%	4.015
Range	0.286	0.216	-0.070	-24.5%	0.531
ATR	0.159	0.163	0.004	2.5%	0.000
Volume	62,599	67,038	4,439	7.1%	249,785

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.095	5.021	4.633
R3	4.879	4.805	4.573
R2	4.663	4.663	4.554
R1	4.589	4.589	4.534	4.626
PP	4.447	4.447	4.447	4.466
S1	4.373	4.373	4.494	4.410
S2	4.231	4.231	4.474
S3	4.015	4.157	4.455
S4	3.799	3.941	4.395

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	4.522	3.930	0.592	13.1%	0.201	4.5%	99%	True	False	50,807
10	4.522	3.930	0.592	13.1%	0.187	4.1%	99%	True	False	54,036
20	4.522	3.648	0.874	19.4%	0.156	3.5%	99%	True	False	43,403
40	4.522	3.648	0.874	19.4%	0.124	2.7%	99%	True	False	32,106
60	4.522	3.648	0.874	19.4%	0.112	2.5%	99%	True	False	26,481
80	4.522	3.648	0.874	19.4%	0.103	2.3%	99%	True	False	22,255
100	4.522	3.648	0.874	19.4%	0.096	2.1%	99%	True	False	19,255

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	0.045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.440
2.618	5.087
1.618	4.871
1.000	4.738
0.618	4.655
HIGH	4.522
0.618	4.439
0.500	4.414
0.382	4.389
LOW	4.306
0.618	4.173
1.000	4.090
1.618	3.957
2.618	3.741
4.250	3.388

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	4.481	4.454
PP	4.447	4.394
S1	4.414	4.335

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