NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 3.777 3.772 -0.005 -0.1% 3.540
High 3.853 3.809 -0.044 -1.1% 3.696
Low 3.738 3.691 -0.047 -1.3% 3.462
Close 3.780 3.803 0.023 0.6% 3.650
Range 0.115 0.118 0.003 2.6% 0.234
ATR 0.074 0.077 0.003 4.3% 0.000
Volume 11,271 21,215 9,944 88.2% 26,236
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.122 4.080 3.868
R3 4.004 3.962 3.835
R2 3.886 3.886 3.825
R1 3.844 3.844 3.814 3.865
PP 3.768 3.768 3.768 3.778
S1 3.726 3.726 3.792 3.747
S2 3.650 3.650 3.781
S3 3.532 3.608 3.771
S4 3.414 3.490 3.738
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.305 4.211 3.779
R3 4.071 3.977 3.714
R2 3.837 3.837 3.693
R1 3.743 3.743 3.671 3.790
PP 3.603 3.603 3.603 3.626
S1 3.509 3.509 3.629 3.556
S2 3.369 3.369 3.607
S3 3.135 3.275 3.586
S4 2.901 3.041 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.853 3.626 0.227 6.0% 0.088 2.3% 78% False False 10,480
10 3.853 3.462 0.391 10.3% 0.082 2.2% 87% False False 8,103
20 3.853 3.462 0.391 10.3% 0.071 1.9% 87% False False 6,018
40 3.883 3.462 0.421 11.1% 0.063 1.7% 81% False False 5,315
60 3.885 3.462 0.423 11.1% 0.060 1.6% 81% False False 4,822
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 0.016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.311
2.618 4.118
1.618 4.000
1.000 3.927
0.618 3.882
HIGH 3.809
0.618 3.764
0.500 3.750
0.382 3.736
LOW 3.691
0.618 3.618
1.000 3.573
1.618 3.500
2.618 3.382
4.250 3.190
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 3.785 3.793
PP 3.768 3.782
S1 3.750 3.772

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

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