NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	3.738	3.709	-0.029	-0.8%	3.766
High	3.753	3.765	0.012	0.3%	3.872
Low	3.688	3.709	0.021	0.6%	3.725
Close	3.748	3.763	0.015	0.4%	3.792
Range	0.065	0.056	-0.009	-13.8%	0.147
ATR	0.071	0.070	-0.001	-1.5%	0.000
Volume	5,178	4,239	-939	-18.1%	22,940

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.914	3.894	3.794
R3	3.858	3.838	3.778
R2	3.802	3.802	3.773
R1	3.782	3.782	3.768	3.792
PP	3.746	3.746	3.746	3.751
S1	3.726	3.726	3.758	3.736
S2	3.690	3.690	3.753
S3	3.634	3.670	3.748
S4	3.578	3.614	3.732

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.237	4.162	3.873
R3	4.090	4.015	3.832
R2	3.943	3.943	3.819
R1	3.868	3.868	3.805	3.906
PP	3.796	3.796	3.796	3.815
S1	3.721	3.721	3.779	3.759
S2	3.649	3.649	3.765
S3	3.502	3.574	3.752
S4	3.355	3.427	3.711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.823	3.688	0.135	3.6%	0.072	1.9%	56%	False	False	5,407
10	3.872	3.612	0.260	6.9%	0.073	1.9%	58%	False	False	4,059
20	3.872	3.497	0.375	10.0%	0.067	1.8%	71%	False	False	2,815
40	3.900	3.497	0.403	10.7%	0.059	1.6%	66%	False	False	2,232

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.012
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.003
2.618	3.912
1.618	3.856
1.000	3.821
0.618	3.800
HIGH	3.765
0.618	3.744
0.500	3.737
0.382	3.730
LOW	3.709
0.618	3.674
1.000	3.653
1.618	3.618
2.618	3.562
4.250	3.471

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	3.754	3.754
PP	3.746	3.746
S1	3.737	3.737

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols