NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 3.735 3.676 -0.059 -1.6% 3.625
High 3.775 3.685 -0.090 -2.4% 3.775
Low 3.691 3.599 -0.092 -2.5% 3.599
Close 3.700 3.618 -0.082 -2.2% 3.618
Range 0.084 0.086 0.002 2.4% 0.176
ATR 0.087 0.088 0.001 1.1% 0.000
Volume 9,925 8,669 -1,256 -12.7% 43,934
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.892 3.841 3.665
R3 3.806 3.755 3.642
R2 3.720 3.720 3.634
R1 3.669 3.669 3.626 3.652
PP 3.634 3.634 3.634 3.625
S1 3.583 3.583 3.610 3.566
S2 3.548 3.548 3.602
S3 3.462 3.497 3.594
S4 3.376 3.411 3.571
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.192 4.081 3.715
R3 4.016 3.905 3.666
R2 3.840 3.840 3.650
R1 3.729 3.729 3.634 3.697
PP 3.664 3.664 3.664 3.648
S1 3.553 3.553 3.602 3.521
S2 3.488 3.488 3.586
S3 3.312 3.377 3.570
S4 3.136 3.201 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.775 3.599 0.176 4.9% 0.091 2.5% 11% False True 13,435
10 3.782 3.598 0.184 5.1% 0.091 2.5% 11% False False 13,396
20 3.853 3.598 0.255 7.0% 0.089 2.5% 8% False False 13,426
40 3.853 3.462 0.391 10.8% 0.075 2.1% 40% False False 9,181
60 3.883 3.462 0.421 11.6% 0.069 1.9% 37% False False 7,529
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.051
2.618 3.910
1.618 3.824
1.000 3.771
0.618 3.738
HIGH 3.685
0.618 3.652
0.500 3.642
0.382 3.632
LOW 3.599
0.618 3.546
1.000 3.513
1.618 3.460
2.618 3.374
4.250 3.234
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 3.642 3.687
PP 3.634 3.664
S1 3.626 3.641

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

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