NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 3.631 3.684 0.053 1.5% 3.787
High 3.675 3.762 0.087 2.4% 3.800
Low 3.598 3.675 0.077 2.1% 3.598
Close 3.653 3.760 0.107 2.9% 3.653
Range 0.077 0.087 0.010 13.0% 0.202
ATR 0.081 0.083 0.002 2.5% 0.000
Volume 13,896 8,074 -5,822 -41.9% 75,436
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.993 3.964 3.808
R3 3.906 3.877 3.784
R2 3.819 3.819 3.776
R1 3.790 3.790 3.768 3.805
PP 3.732 3.732 3.732 3.740
S1 3.703 3.703 3.752 3.718
S2 3.645 3.645 3.744
S3 3.558 3.616 3.736
S4 3.471 3.529 3.712
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.290 4.173 3.764
R3 4.088 3.971 3.709
R2 3.886 3.886 3.690
R1 3.769 3.769 3.672 3.727
PP 3.684 3.684 3.684 3.662
S1 3.567 3.567 3.634 3.525
S2 3.482 3.482 3.616
S3 3.280 3.365 3.597
S4 3.078 3.163 3.542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.762 3.598 0.164 4.4% 0.082 2.2% 99% True False 11,814
10 3.853 3.598 0.255 6.8% 0.091 2.4% 64% False False 14,714
20 3.853 3.462 0.391 10.4% 0.078 2.1% 76% False False 9,976
40 3.880 3.462 0.418 11.1% 0.069 1.8% 71% False False 7,293
60 3.885 3.462 0.423 11.3% 0.064 1.7% 70% False False 6,230
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.132
2.618 3.990
1.618 3.903
1.000 3.849
0.618 3.816
HIGH 3.762
0.618 3.729
0.500 3.719
0.382 3.708
LOW 3.675
0.618 3.621
1.000 3.588
1.618 3.534
2.618 3.447
4.250 3.305
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 3.746 3.733
PP 3.732 3.707
S1 3.719 3.680

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

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