NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 3.550 3.540 -0.010 -0.3% 3.648
High 3.550 3.540 -0.010 -0.3% 3.651
Low 3.488 3.462 -0.026 -0.7% 3.488
Close 3.527 3.488 -0.039 -1.1% 3.527
Range 0.062 0.078 0.016 25.8% 0.163
ATR 0.061 0.063 0.001 1.9% 0.000
Volume 5,682 6,818 1,136 20.0% 23,437
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.731 3.687 3.531
R3 3.653 3.609 3.509
R2 3.575 3.575 3.502
R1 3.531 3.531 3.495 3.514
PP 3.497 3.497 3.497 3.488
S1 3.453 3.453 3.481 3.436
S2 3.419 3.419 3.474
S3 3.341 3.375 3.467
S4 3.263 3.297 3.445
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.044 3.949 3.617
R3 3.881 3.786 3.572
R2 3.718 3.718 3.557
R1 3.623 3.623 3.542 3.589
PP 3.555 3.555 3.555 3.539
S1 3.460 3.460 3.512 3.426
S2 3.392 3.392 3.497
S3 3.229 3.297 3.482
S4 3.066 3.134 3.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.623 3.462 0.161 4.6% 0.057 1.6% 16% False True 5,372
10 3.750 3.462 0.288 8.3% 0.066 1.9% 9% False True 4,449
20 3.867 3.462 0.405 11.6% 0.060 1.7% 6% False True 5,183
40 3.883 3.462 0.421 12.1% 0.058 1.7% 6% False True 4,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 3.872
2.618 3.744
1.618 3.666
1.000 3.618
0.618 3.588
HIGH 3.540
0.618 3.510
0.500 3.501
0.382 3.492
LOW 3.462
0.618 3.414
1.000 3.384
1.618 3.336
2.618 3.258
4.250 3.131
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 3.501 3.524
PP 3.497 3.512
S1 3.492 3.500

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

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