NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 3.435 3.505 0.070 2.0% 3.580
High 3.525 3.506 -0.019 -0.5% 3.632
Low 3.430 3.390 -0.040 -1.2% 3.394
Close 3.518 3.398 -0.120 -3.4% 3.518
Range 0.095 0.116 0.021 22.1% 0.238
ATR 0.089 0.092 0.003 3.1% 0.000
Volume 17,927 17,554 -373 -2.1% 63,630
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.779 3.705 3.462
R3 3.663 3.589 3.430
R2 3.547 3.547 3.419
R1 3.473 3.473 3.409 3.452
PP 3.431 3.431 3.431 3.421
S1 3.357 3.357 3.387 3.336
S2 3.315 3.315 3.377
S3 3.199 3.241 3.366
S4 3.083 3.125 3.334
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.229 4.111 3.649
R3 3.991 3.873 3.583
R2 3.753 3.753 3.562
R1 3.635 3.635 3.540 3.575
PP 3.515 3.515 3.515 3.485
S1 3.397 3.397 3.496 3.337
S2 3.277 3.277 3.474
S3 3.039 3.159 3.453
S4 2.801 2.921 3.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.616 3.390 0.226 6.7% 0.091 2.7% 4% False True 14,077
10 3.775 3.390 0.385 11.3% 0.089 2.6% 2% False True 12,511
20 3.800 3.390 0.410 12.1% 0.089 2.6% 2% False True 13,834
40 3.853 3.390 0.463 13.6% 0.081 2.4% 2% False True 10,313
60 3.883 3.390 0.493 14.5% 0.073 2.1% 2% False True 8,440
80 3.885 3.390 0.495 14.6% 0.068 2.0% 2% False True 7,301
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 0.012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.999
2.618 3.810
1.618 3.694
1.000 3.622
0.618 3.578
HIGH 3.506
0.618 3.462
0.500 3.448
0.382 3.434
LOW 3.390
0.618 3.318
1.000 3.274
1.618 3.202
2.618 3.086
4.250 2.897
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 3.448 3.458
PP 3.431 3.438
S1 3.415 3.418

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

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