NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 3.821 3.805 -0.016 -0.4% 3.767
High 3.848 3.823 -0.025 -0.6% 3.848
Low 3.732 3.718 -0.014 -0.4% 3.718
Close 3.823 3.732 -0.091 -2.4% 3.732
Range 0.116 0.105 -0.011 -9.5% 0.130
ATR 0.094 0.095 0.001 0.8% 0.000
Volume 59,486 55,394 -4,092 -6.9% 210,037
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.073 4.007 3.790
R3 3.968 3.902 3.761
R2 3.863 3.863 3.751
R1 3.797 3.797 3.742 3.778
PP 3.758 3.758 3.758 3.748
S1 3.692 3.692 3.722 3.673
S2 3.653 3.653 3.713
S3 3.548 3.587 3.703
S4 3.443 3.482 3.674
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.156 4.074 3.804
R3 4.026 3.944 3.768
R2 3.896 3.896 3.756
R1 3.814 3.814 3.744 3.790
PP 3.766 3.766 3.766 3.754
S1 3.684 3.684 3.720 3.660
S2 3.636 3.636 3.708
S3 3.506 3.554 3.696
S4 3.376 3.424 3.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.848 3.718 0.130 3.5% 0.105 2.8% 11% False True 42,007
10 3.873 3.632 0.241 6.5% 0.102 2.7% 41% False False 40,955
20 3.895 3.479 0.416 11.1% 0.097 2.6% 61% False False 35,884
40 3.910 3.479 0.431 11.5% 0.080 2.1% 59% False False 24,610
60 3.910 3.479 0.431 11.5% 0.074 2.0% 59% False False 20,280
80 3.944 3.479 0.465 12.5% 0.071 1.9% 54% False False 17,136
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.269
2.618 4.098
1.618 3.993
1.000 3.928
0.618 3.888
HIGH 3.823
0.618 3.783
0.500 3.771
0.382 3.758
LOW 3.718
0.618 3.653
1.000 3.613
1.618 3.548
2.618 3.443
4.250 3.272
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 3.771 3.783
PP 3.758 3.766
S1 3.745 3.749

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

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