NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	3.592	3.482	-0.110	-3.1%	3.505
High	3.600	3.498	-0.102	-2.8%	3.531
Low	3.460	3.390	-0.070	-2.0%	3.390
Close	3.474	3.399	-0.075	-2.2%	3.525
Range	0.140	0.108	-0.032	-22.9%	0.141
ATR	0.093	0.094	0.001	1.1%	0.000
Volume	10,845	12,096	1,251	11.5%	88,042

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.753	3.684	3.458
R3	3.645	3.576	3.429
R2	3.537	3.537	3.419
R1	3.468	3.468	3.409	3.449
PP	3.429	3.429	3.429	3.419
S1	3.360	3.360	3.389	3.341
S2	3.321	3.321	3.379
S3	3.213	3.252	3.369
S4	3.105	3.144	3.340

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.905	3.856	3.603
R3	3.764	3.715	3.564
R2	3.623	3.623	3.551
R1	3.574	3.574	3.538	3.599
PP	3.482	3.482	3.482	3.494
S1	3.433	3.433	3.512	3.458
S2	3.341	3.341	3.499
S3	3.200	3.292	3.486
S4	3.059	3.151	3.447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.600	3.390	0.210	6.2%	0.103	3.0%	4%	False	True	15,100
10	3.600	3.390	0.210	6.2%	0.095	2.8%	4%	False	True	15,132
20	3.782	3.390	0.392	11.5%	0.092	2.7%	2%	False	True	14,330
40	3.853	3.390	0.463	13.6%	0.085	2.5%	2%	False	True	12,153
60	3.880	3.390	0.490	14.4%	0.077	2.3%	2%	False	True	9,638
80	3.885	3.390	0.495	14.6%	0.071	2.1%	2%	False	True	8,255

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.957
2.618	3.781
1.618	3.673
1.000	3.606
0.618	3.565
HIGH	3.498
0.618	3.457
0.500	3.444
0.382	3.431
LOW	3.390
0.618	3.323
1.000	3.282
1.618	3.215
2.618	3.107
4.250	2.931

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	3.444	3.495
PP	3.429	3.463
S1	3.414	3.431

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols