NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 3.079 3.038 -0.041 -1.3% 3.212
High 3.086 3.128 0.042 1.4% 3.215
Low 2.980 3.014 0.034 1.1% 2.980
Close 3.008 3.124 0.116 3.9% 3.008
Range 0.106 0.114 0.008 7.5% 0.235
ATR 0.102 0.103 0.001 1.3% 0.000
Volume 13,698 8,151 -5,547 -40.5% 63,603
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.431 3.391 3.187
R3 3.317 3.277 3.155
R2 3.203 3.203 3.145
R1 3.163 3.163 3.134 3.183
PP 3.089 3.089 3.089 3.099
S1 3.049 3.049 3.114 3.069
S2 2.975 2.975 3.103
S3 2.861 2.935 3.093
S4 2.747 2.821 3.061
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 3.215 2.980 0.235 7.5% 0.108 3.5% 61% False False 14,350
10 3.600 2.980 0.620 19.8% 0.107 3.4% 23% False False 12,844
20 3.632 2.980 0.652 20.9% 0.096 3.1% 22% False False 14,006
40 3.853 2.980 0.873 27.9% 0.092 3.0% 16% False False 13,716
60 3.853 2.980 0.873 27.9% 0.082 2.6% 16% False False 10,789
80 3.883 2.980 0.903 28.9% 0.076 2.4% 16% False False 9,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.613
2.618 3.426
1.618 3.312
1.000 3.242
0.618 3.198
HIGH 3.128
0.618 3.084
0.500 3.071
0.382 3.058
LOW 3.014
0.618 2.944
1.000 2.900
1.618 2.830
2.618 2.716
4.250 2.530
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 3.106 3.101
PP 3.089 3.078
S1 3.071 3.055

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

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