NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 3.416 3.212 -0.204 -6.0% 3.592
High 3.416 3.215 -0.201 -5.9% 3.600
Low 3.269 3.086 -0.183 -5.6% 3.269
Close 3.283 3.097 -0.186 -5.7% 3.283
Range 0.147 0.129 -0.018 -12.2% 0.331
ATR 0.095 0.102 0.007 7.7% 0.000
Volume 14,572 16,575 2,003 13.7% 56,694
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.520 3.437 3.168
R3 3.391 3.308 3.132
R2 3.262 3.262 3.121
R1 3.179 3.179 3.109 3.156
PP 3.133 3.133 3.133 3.121
S1 3.050 3.050 3.085 3.027
S2 3.004 3.004 3.073
S3 2.875 2.921 3.062
S4 2.746 2.792 3.026
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 3.498 3.086 0.412 13.3% 0.103 3.3% 3% False True 12,484
10 3.600 3.086 0.514 16.6% 0.098 3.2% 2% False True 14,375
20 3.775 3.086 0.689 22.2% 0.094 3.0% 2% False True 13,443
40 3.853 3.086 0.767 24.8% 0.090 2.9% 1% False True 12,910
60 3.880 3.086 0.794 25.6% 0.080 2.6% 1% False True 10,267
80 3.883 3.086 0.797 25.7% 0.074 2.4% 1% False True 8,698
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.763
2.618 3.553
1.618 3.424
1.000 3.344
0.618 3.295
HIGH 3.215
0.618 3.166
0.500 3.151
0.382 3.135
LOW 3.086
0.618 3.006
1.000 2.957
1.618 2.877
2.618 2.748
4.250 2.538
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 3.151 3.279
PP 3.133 3.218
S1 3.115 3.158

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

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