NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 3.670 3.648 -0.022 -0.6% 3.695
High 3.679 3.651 -0.028 -0.8% 3.750
Low 3.637 3.599 -0.038 -1.0% 3.550
Close 3.677 3.606 -0.071 -1.9% 3.677
Range 0.042 0.052 0.010 23.8% 0.200
ATR 0.063 0.064 0.001 1.7% 0.000
Volume 3,881 3,394 -487 -12.5% 16,448
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.775 3.742 3.635
R3 3.723 3.690 3.620
R2 3.671 3.671 3.616
R1 3.638 3.638 3.611 3.629
PP 3.619 3.619 3.619 3.614
S1 3.586 3.586 3.601 3.577
S2 3.567 3.567 3.596
S3 3.515 3.534 3.592
S4 3.463 3.482 3.577
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.259 4.168 3.787
R3 4.059 3.968 3.732
R2 3.859 3.859 3.714
R1 3.768 3.768 3.695 3.714
PP 3.659 3.659 3.659 3.632
S1 3.568 3.568 3.659 3.514
S2 3.459 3.459 3.640
S3 3.259 3.368 3.622
S4 3.059 3.168 3.567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.550 0.200 5.5% 0.074 2.1% 28% False False 3,527
10 3.765 3.550 0.215 6.0% 0.062 1.7% 26% False False 4,044
20 3.880 3.550 0.330 9.2% 0.059 1.6% 17% False False 4,610
40 3.885 3.550 0.335 9.3% 0.057 1.6% 17% False False 4,357
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 0.008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.872
2.618 3.787
1.618 3.735
1.000 3.703
0.618 3.683
HIGH 3.651
0.618 3.631
0.500 3.625
0.382 3.619
LOW 3.599
0.618 3.567
1.000 3.547
1.618 3.515
2.618 3.463
4.250 3.378
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 3.625 3.619
PP 3.619 3.614
S1 3.612 3.610

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

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