NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 3.120 3.079 -0.041 -1.3% 3.212
High 3.130 3.086 -0.044 -1.4% 3.215
Low 3.024 2.980 -0.044 -1.5% 2.980
Close 3.044 3.008 -0.036 -1.2% 3.008
Range 0.106 0.106 0.000 0.0% 0.235
ATR 0.101 0.102 0.000 0.3% 0.000
Volume 14,381 13,698 -683 -4.7% 63,603
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.343 3.281 3.066
R3 3.237 3.175 3.037
R2 3.131 3.131 3.027
R1 3.069 3.069 3.018 3.047
PP 3.025 3.025 3.025 3.014
S1 2.963 2.963 2.998 2.941
S2 2.919 2.919 2.989
S3 2.813 2.857 2.979
S4 2.707 2.751 2.950
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.773 3.625 3.137
R3 3.538 3.390 3.073
R2 3.303 3.303 3.051
R1 3.155 3.155 3.030 3.112
PP 3.068 3.068 3.068 3.046
S1 2.920 2.920 2.986 2.877
S2 2.833 2.833 2.965
S3 2.598 2.685 2.943
S4 2.363 2.450 2.879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.416 2.980 0.436 14.5% 0.115 3.8% 6% False True 15,635
10 3.600 2.980 0.620 20.6% 0.104 3.5% 5% False True 13,861
20 3.685 2.980 0.705 23.4% 0.094 3.1% 4% False True 14,031
40 3.853 2.980 0.873 29.0% 0.091 3.0% 3% False True 13,677
60 3.853 2.980 0.873 29.0% 0.081 2.7% 3% False True 10,769
80 3.883 2.980 0.903 30.0% 0.075 2.5% 3% False True 9,082
Crabel Price Patterns
NR False
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 0.014
Fibonacci Retracements and Extensions
4.250 3.537
2.618 3.364
1.618 3.258
1.000 3.192
0.618 3.152
HIGH 3.086
0.618 3.046
0.500 3.033
0.382 3.020
LOW 2.980
0.618 2.914
1.000 2.874
1.618 2.808
2.618 2.702
4.250 2.530
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 3.033 3.071
PP 3.025 3.050
S1 3.016 3.029

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

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