NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 3.648 3.611 -0.037 -1.0% 3.695
High 3.651 3.623 -0.028 -0.8% 3.750
Low 3.599 3.581 -0.018 -0.5% 3.550
Close 3.606 3.610 0.004 0.1% 3.677
Range 0.052 0.042 -0.010 -19.2% 0.200
ATR 0.064 0.063 -0.002 -2.5% 0.000
Volume 3,394 4,192 798 23.5% 16,448
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.731 3.712 3.633
R3 3.689 3.670 3.622
R2 3.647 3.647 3.618
R1 3.628 3.628 3.614 3.617
PP 3.605 3.605 3.605 3.599
S1 3.586 3.586 3.606 3.575
S2 3.563 3.563 3.602
S3 3.521 3.544 3.598
S4 3.479 3.502 3.587
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 3.687 3.550 0.137 3.8% 0.065 1.8% 44% False False 3,883
10 3.750 3.550 0.200 5.5% 0.060 1.7% 30% False False 3,969
20 3.880 3.550 0.330 9.1% 0.059 1.6% 18% False False 4,706
40 3.885 3.550 0.335 9.3% 0.056 1.6% 18% False False 4,428
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.802
2.618 3.733
1.618 3.691
1.000 3.665
0.618 3.649
HIGH 3.623
0.618 3.607
0.500 3.602
0.382 3.597
LOW 3.581
0.618 3.555
1.000 3.539
1.618 3.513
2.618 3.471
4.250 3.403
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 3.607 3.630
PP 3.605 3.623
S1 3.602 3.617

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

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