NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 3.766 3.758 -0.008 -0.2% 3.780
High 3.799 3.796 -0.003 -0.1% 3.895
Low 3.711 3.735 0.024 0.6% 3.720
Close 3.788 3.795 0.007 0.2% 3.844
Range 0.088 0.061 -0.027 -30.7% 0.175
ATR 0.086 0.085 -0.002 -2.1% 0.000
Volume 46,069 35,420 -10,649 -23.1% 212,683
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.958 3.938 3.829
R3 3.897 3.877 3.812
R2 3.836 3.836 3.806
R1 3.816 3.816 3.801 3.826
PP 3.775 3.775 3.775 3.781
S1 3.755 3.755 3.789 3.765
S2 3.714 3.714 3.784
S3 3.653 3.694 3.778
S4 3.592 3.633 3.761
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.345 4.269 3.940
R3 4.170 4.094 3.892
R2 3.995 3.995 3.876
R1 3.919 3.919 3.860 3.957
PP 3.820 3.820 3.820 3.839
S1 3.744 3.744 3.828 3.782
S2 3.645 3.645 3.812
S3 3.470 3.569 3.796
S4 3.295 3.394 3.748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.873 3.711 0.162 4.3% 0.102 2.7% 52% False False 47,864
10 3.895 3.593 0.302 8.0% 0.094 2.5% 67% False False 39,386
20 3.895 3.479 0.416 11.0% 0.081 2.1% 76% False False 26,906
40 3.910 3.479 0.431 11.4% 0.072 1.9% 73% False False 19,559
60 3.944 3.479 0.465 12.3% 0.069 1.8% 68% False False 16,661
80 3.944 3.479 0.465 12.3% 0.067 1.8% 68% False False 14,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.055
2.618 3.956
1.618 3.895
1.000 3.857
0.618 3.834
HIGH 3.796
0.618 3.773
0.500 3.766
0.382 3.758
LOW 3.735
0.618 3.697
1.000 3.674
1.618 3.636
2.618 3.575
4.250 3.476
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 3.785 3.794
PP 3.775 3.793
S1 3.766 3.792

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

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