NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 3.038 3.105 0.067 2.2% 3.212
High 3.128 3.105 -0.023 -0.7% 3.215
Low 3.014 3.038 0.024 0.8% 2.980
Close 3.124 3.051 -0.073 -2.3% 3.008
Range 0.114 0.067 -0.047 -41.2% 0.235
ATR 0.103 0.102 -0.001 -1.2% 0.000
Volume 8,151 12,633 4,482 55.0% 63,603
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.266 3.225 3.088
R3 3.199 3.158 3.069
R2 3.132 3.132 3.063
R1 3.091 3.091 3.057 3.078
PP 3.065 3.065 3.065 3.058
S1 3.024 3.024 3.045 3.011
S2 2.998 2.998 3.039
S3 2.931 2.957 3.033
S4 2.864 2.890 3.014
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 3.161 2.980 0.181 5.9% 0.096 3.1% 39% False False 13,562
10 3.498 2.980 0.518 17.0% 0.099 3.3% 14% False False 13,023
20 3.616 2.980 0.636 20.8% 0.096 3.1% 11% False False 14,097
40 3.853 2.980 0.873 28.6% 0.092 3.0% 8% False False 13,949
60 3.853 2.980 0.873 28.6% 0.083 2.7% 8% False False 10,869
80 3.883 2.980 0.903 29.6% 0.076 2.5% 8% False False 9,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.390
2.618 3.280
1.618 3.213
1.000 3.172
0.618 3.146
HIGH 3.105
0.618 3.079
0.500 3.072
0.382 3.064
LOW 3.038
0.618 2.997
1.000 2.971
1.618 2.930
2.618 2.863
4.250 2.753
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 3.072 3.054
PP 3.065 3.053
S1 3.058 3.052

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

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