NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 3.425 3.416 -0.009 -0.3% 3.592
High 3.471 3.416 -0.055 -1.6% 3.600
Low 3.388 3.269 -0.119 -3.5% 3.269
Close 3.414 3.283 -0.131 -3.8% 3.283
Range 0.083 0.147 0.064 77.1% 0.331
ATR 0.091 0.095 0.004 4.5% 0.000
Volume 6,344 14,572 8,228 129.7% 56,694
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.764 3.670 3.364
R3 3.617 3.523 3.323
R2 3.470 3.470 3.310
R1 3.376 3.376 3.296 3.350
PP 3.323 3.323 3.323 3.309
S1 3.229 3.229 3.270 3.203
S2 3.176 3.176 3.256
S3 3.029 3.082 3.243
S4 2.882 2.935 3.202
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.377 4.161 3.465
R3 4.046 3.830 3.374
R2 3.715 3.715 3.344
R1 3.499 3.499 3.313 3.442
PP 3.384 3.384 3.384 3.355
S1 3.168 3.168 3.253 3.111
S2 3.053 3.053 3.222
S3 2.722 2.837 3.192
S4 2.391 2.506 3.101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.600 3.269 0.331 10.1% 0.105 3.2% 4% False True 11,338
10 3.600 3.269 0.331 10.1% 0.097 3.0% 4% False True 14,473
20 3.775 3.269 0.506 15.4% 0.091 2.8% 3% False True 13,777
40 3.853 3.269 0.584 17.8% 0.089 2.7% 2% False True 12,638
60 3.880 3.269 0.611 18.6% 0.078 2.4% 2% False True 10,053
80 3.885 3.269 0.616 18.8% 0.073 2.2% 2% False True 8,538
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 0.015
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 4.041
2.618 3.801
1.618 3.654
1.000 3.563
0.618 3.507
HIGH 3.416
0.618 3.360
0.500 3.343
0.382 3.325
LOW 3.269
0.618 3.178
1.000 3.122
1.618 3.031
2.618 2.884
4.250 2.644
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 3.343 3.370
PP 3.323 3.341
S1 3.303 3.312

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

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