NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 3.105 3.052 -0.053 -1.7% 3.212
High 3.105 3.053 -0.052 -1.7% 3.215
Low 3.038 2.902 -0.136 -4.5% 2.980
Close 3.051 2.904 -0.147 -4.8% 3.008
Range 0.067 0.151 0.084 125.4% 0.235
ATR 0.102 0.105 0.004 3.5% 0.000
Volume 12,633 8,723 -3,910 -31.0% 63,603
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.406 3.306 2.987
R3 3.255 3.155 2.946
R2 3.104 3.104 2.932
R1 3.004 3.004 2.918 2.979
PP 2.953 2.953 2.953 2.940
S1 2.853 2.853 2.890 2.828
S2 2.802 2.802 2.876
S3 2.651 2.702 2.862
S4 2.500 2.551 2.821
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 3.130 2.902 0.228 7.9% 0.109 3.7% 1% False True 11,517
10 3.471 2.902 0.569 19.6% 0.104 3.6% 0% False True 12,686
20 3.600 2.902 0.698 24.0% 0.099 3.4% 0% False True 13,909
40 3.853 2.902 0.951 32.7% 0.095 3.3% 0% False True 14,015
60 3.853 2.902 0.951 32.7% 0.084 2.9% 0% False True 10,890
80 3.883 2.902 0.981 33.8% 0.077 2.7% 0% False True 9,332
100 3.885 2.902 0.983 33.8% 0.072 2.5% 0% False True 8,142
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 0.013
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 3.695
2.618 3.448
1.618 3.297
1.000 3.204
0.618 3.146
HIGH 3.053
0.618 2.995
0.500 2.978
0.382 2.960
LOW 2.902
0.618 2.809
1.000 2.751
1.618 2.658
2.618 2.507
4.250 2.260
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 2.978 3.015
PP 2.953 2.978
S1 2.929 2.941

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

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