NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 2.924 2.834 -0.090 -3.1% 3.020
High 2.924 2.939 0.015 0.5% 3.085
Low 2.799 2.822 0.023 0.8% 2.798
Close 2.808 2.916 0.108 3.8% 2.948
Range 0.125 0.117 -0.008 -6.4% 0.287
ATR 0.122 0.123 0.001 0.5% 0.000
Volume 24,142 25,789 1,647 6.8% 111,894
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.243 3.197 2.980
R3 3.126 3.080 2.948
R2 3.009 3.009 2.937
R1 2.963 2.963 2.927 2.986
PP 2.892 2.892 2.892 2.904
S1 2.846 2.846 2.905 2.869
S2 2.775 2.775 2.895
S3 2.658 2.729 2.884
S4 2.541 2.612 2.852
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.805 3.663 3.106
R3 3.518 3.376 3.027
R2 3.231 3.231 3.001
R1 3.089 3.089 2.974 3.017
PP 2.944 2.944 2.944 2.907
S1 2.802 2.802 2.922 2.730
S2 2.657 2.657 2.895
S3 2.370 2.515 2.869
S4 2.083 2.228 2.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.963 2.799 0.164 5.6% 0.117 4.0% 71% False False 23,913
10 3.105 2.798 0.307 10.5% 0.137 4.7% 38% False False 19,986
20 3.600 2.798 0.802 27.5% 0.122 4.2% 15% False False 16,415
40 3.782 2.798 0.984 33.7% 0.105 3.6% 12% False False 15,348
60 3.853 2.798 1.055 36.2% 0.095 3.3% 11% False False 13,313
80 3.880 2.798 1.082 37.1% 0.086 2.9% 11% False False 11,143
100 3.885 2.798 1.087 37.3% 0.080 2.7% 11% False False 9,688
Crabel Price Patterns
NR True
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.436
2.618 3.245
1.618 3.128
1.000 3.056
0.618 3.011
HIGH 2.939
0.618 2.894
0.500 2.881
0.382 2.867
LOW 2.822
0.618 2.750
1.000 2.705
1.618 2.633
2.618 2.516
4.250 2.325
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 2.904 2.904
PP 2.892 2.893
S1 2.881 2.881

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

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