NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 3.119 3.108 -0.011 -0.4% 3.612
High 3.155 3.128 -0.027 -0.9% 3.613
Low 3.067 3.007 -0.060 -2.0% 3.271
Close 3.120 3.026 -0.094 -3.0% 3.284
Range 0.088 0.121 0.033 37.5% 0.342
ATR 0.109 0.110 0.001 0.8% 0.000
Volume 48,210 25,812 -22,398 -46.5% 132,880
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.417 3.342 3.093
R3 3.296 3.221 3.059
R2 3.175 3.175 3.048
R1 3.100 3.100 3.037 3.077
PP 3.054 3.054 3.054 3.042
S1 2.979 2.979 3.015 2.956
S2 2.933 2.933 3.004
S3 2.812 2.858 2.993
S4 2.691 2.737 2.959
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 3.500 3.007 0.493 16.3% 0.122 4.0% 4% False True 33,769
10 3.613 3.007 0.606 20.0% 0.113 3.7% 3% False True 31,995
20 3.820 3.007 0.813 26.9% 0.104 3.4% 2% False True 32,055
40 3.895 3.007 0.888 29.3% 0.102 3.4% 2% False True 34,875
60 3.901 3.007 0.894 29.5% 0.090 3.0% 2% False True 27,695
80 3.910 3.007 0.903 29.8% 0.083 2.7% 2% False True 23,761
100 3.944 3.007 0.937 31.0% 0.079 2.6% 2% False True 20,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.642
2.618 3.445
1.618 3.324
1.000 3.249
0.618 3.203
HIGH 3.128
0.618 3.082
0.500 3.068
0.382 3.053
LOW 3.007
0.618 2.932
1.000 2.886
1.618 2.811
2.618 2.690
4.250 2.493
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 3.068 3.113
PP 3.054 3.084
S1 3.040 3.055

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

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