NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 3.733 3.685 -0.048 -1.3% 3.740
High 3.750 3.685 -0.065 -1.7% 3.765
Low 3.662 3.634 -0.028 -0.8% 3.677
Close 3.664 3.660 -0.004 -0.1% 3.702
Range 0.088 0.051 -0.037 -42.0% 0.088
ATR 0.060 0.059 -0.001 -1.1% 0.000
Volume 2,411 5,022 2,611 108.3% 28,062
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.813 3.787 3.688
R3 3.762 3.736 3.674
R2 3.711 3.711 3.669
R1 3.685 3.685 3.665 3.673
PP 3.660 3.660 3.660 3.653
S1 3.634 3.634 3.655 3.622
S2 3.609 3.609 3.651
S3 3.558 3.583 3.646
S4 3.507 3.532 3.632
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.979 3.928 3.750
R3 3.891 3.840 3.726
R2 3.803 3.803 3.718
R1 3.752 3.752 3.710 3.734
PP 3.715 3.715 3.715 3.705
S1 3.664 3.664 3.694 3.646
S2 3.627 3.627 3.686
S3 3.539 3.576 3.678
S4 3.451 3.488 3.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.634 0.116 3.2% 0.055 1.5% 22% False True 3,690
10 3.792 3.634 0.158 4.3% 0.054 1.5% 16% False True 5,247
20 3.880 3.634 0.246 6.7% 0.056 1.5% 11% False True 4,664
40 3.885 3.634 0.251 6.9% 0.055 1.5% 10% False True 4,246
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 0.006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.902
2.618 3.819
1.618 3.768
1.000 3.736
0.618 3.717
HIGH 3.685
0.618 3.666
0.500 3.660
0.382 3.653
LOW 3.634
0.618 3.602
1.000 3.583
1.618 3.551
2.618 3.500
4.250 3.417
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 3.660 3.692
PP 3.660 3.681
S1 3.660 3.671

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

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