NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 3.616 3.540 -0.076 -2.1% 3.625
High 3.616 3.540 -0.076 -2.1% 3.775
Low 3.535 3.477 -0.058 -1.6% 3.599
Close 3.548 3.501 -0.047 -1.3% 3.618
Range 0.081 0.063 -0.018 -22.2% 0.176
ATR 0.086 0.085 -0.001 -1.3% 0.000
Volume 12,488 10,414 -2,074 -16.6% 43,934
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.695 3.661 3.536
R3 3.632 3.598 3.518
R2 3.569 3.569 3.513
R1 3.535 3.535 3.507 3.521
PP 3.506 3.506 3.506 3.499
S1 3.472 3.472 3.495 3.458
S2 3.443 3.443 3.489
S3 3.380 3.409 3.484
S4 3.317 3.346 3.466
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 3.477 0.298 8.5% 0.076 2.2% 8% False True 10,459
10 3.780 3.477 0.303 8.7% 0.085 2.4% 8% False True 13,142
20 3.853 3.477 0.376 10.7% 0.089 2.6% 6% False True 14,115
40 3.853 3.462 0.391 11.2% 0.077 2.2% 10% False False 9,518
60 3.883 3.462 0.421 12.0% 0.070 2.0% 9% False False 7,922
80 3.885 3.462 0.423 12.1% 0.065 1.9% 9% False False 6,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.808
2.618 3.705
1.618 3.642
1.000 3.603
0.618 3.579
HIGH 3.540
0.618 3.516
0.500 3.509
0.382 3.501
LOW 3.477
0.618 3.438
1.000 3.414
1.618 3.375
2.618 3.312
4.250 3.209
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 3.509 3.555
PP 3.506 3.537
S1 3.504 3.519

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

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