NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 3.418 3.213 -0.205 -6.0% 3.612
High 3.426 3.218 -0.208 -6.1% 3.613
Low 3.271 3.077 -0.194 -5.9% 3.271
Close 3.284 3.089 -0.195 -5.9% 3.284
Range 0.155 0.141 -0.014 -9.0% 0.342
ATR 0.103 0.111 0.007 7.2% 0.000
Volume 33,112 41,975 8,863 26.8% 132,880
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.551 3.461 3.167
R3 3.410 3.320 3.128
R2 3.269 3.269 3.115
R1 3.179 3.179 3.102 3.154
PP 3.128 3.128 3.128 3.115
S1 3.038 3.038 3.076 3.013
S2 2.987 2.987 3.063
S3 2.846 2.897 3.050
S4 2.705 2.756 3.011
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.415 4.192 3.472
R3 4.073 3.850 3.378
R2 3.731 3.731 3.347
R1 3.508 3.508 3.315 3.449
PP 3.389 3.389 3.389 3.360
S1 3.166 3.166 3.253 3.107
S2 3.047 3.047 3.221
S3 2.705 2.824 3.190
S4 2.363 2.482 3.096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.512 3.077 0.435 14.1% 0.114 3.7% 3% False True 29,189
10 3.613 3.077 0.536 17.4% 0.107 3.5% 2% False True 32,011
20 3.820 3.077 0.743 24.1% 0.105 3.4% 2% False True 31,590
40 3.895 3.077 0.818 26.5% 0.101 3.3% 1% False True 33,737
60 3.910 3.077 0.833 27.0% 0.088 2.9% 1% False True 26,937
80 3.910 3.077 0.833 27.0% 0.082 2.6% 1% False True 23,108
100 3.944 3.077 0.867 28.1% 0.078 2.5% 1% False True 20,026
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.817
2.618 3.587
1.618 3.446
1.000 3.359
0.618 3.305
HIGH 3.218
0.618 3.164
0.500 3.148
0.382 3.131
LOW 3.077
0.618 2.990
1.000 2.936
1.618 2.849
2.618 2.708
4.250 2.478
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 3.148 3.289
PP 3.128 3.222
S1 3.109 3.156

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

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