NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 2.894 2.883 -0.011 -0.4% 3.038
High 2.902 2.958 0.056 1.9% 3.128
Low 2.798 2.813 0.015 0.5% 2.804
Close 2.887 2.849 -0.038 -1.3% 2.967
Range 0.104 0.145 0.041 39.4% 0.324
ATR 0.121 0.123 0.002 1.4% 0.000
Volume 21,874 24,176 2,302 10.5% 46,192
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.308 3.224 2.929
R3 3.163 3.079 2.889
R2 3.018 3.018 2.876
R1 2.934 2.934 2.862 2.904
PP 2.873 2.873 2.873 2.858
S1 2.789 2.789 2.836 2.759
S2 2.728 2.728 2.822
S3 2.583 2.644 2.809
S4 2.438 2.499 2.769
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.938 3.777 3.145
R3 3.614 3.453 3.056
R2 3.290 3.290 3.026
R1 3.129 3.129 2.997 3.048
PP 2.966 2.966 2.966 2.926
S1 2.805 2.805 2.937 2.724
S2 2.642 2.642 2.908
S3 2.318 2.481 2.878
S4 1.994 2.157 2.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.085 2.798 0.287 10.1% 0.173 6.1% 18% False False 18,368
10 3.161 2.798 0.363 12.7% 0.134 4.7% 14% False False 15,965
20 3.600 2.798 0.802 28.2% 0.116 4.1% 6% False False 15,170
40 3.800 2.798 1.002 35.2% 0.103 3.6% 5% False False 14,502
60 3.853 2.798 1.055 37.0% 0.093 3.3% 5% False False 11,932
80 3.883 2.798 1.085 38.1% 0.083 2.9% 5% False False 10,123
100 3.885 2.798 1.087 38.2% 0.077 2.7% 5% False False 8,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.574
2.618 3.338
1.618 3.193
1.000 3.103
0.618 3.048
HIGH 2.958
0.618 2.903
0.500 2.886
0.382 2.868
LOW 2.813
0.618 2.723
1.000 2.668
1.618 2.578
2.618 2.433
4.250 2.197
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 2.886 2.942
PP 2.873 2.911
S1 2.861 2.880

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

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