NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	3.513	3.459	-0.054	-1.5%	3.596
High	3.521	3.550	0.029	0.8%	3.652
Low	3.426	3.446	0.020	0.6%	3.426
Close	3.440	3.545	0.105	3.1%	3.545
Range	0.095	0.104	0.009	9.5%	0.226
ATR	0.079	0.081	0.002	2.8%	0.000
Volume	3,738	5,345	1,607	43.0%	19,436

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.826	3.789	3.602
R3	3.722	3.685	3.574
R2	3.618	3.618	3.564
R1	3.581	3.581	3.555	3.600
PP	3.514	3.514	3.514	3.523
S1	3.477	3.477	3.535	3.496
S2	3.410	3.410	3.526
S3	3.306	3.373	3.516
S4	3.202	3.269	3.488

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.108	3.669
R3	3.993	3.882	3.607
R2	3.767	3.767	3.586
R1	3.656	3.656	3.566	3.599
PP	3.541	3.541	3.541	3.512
S1	3.430	3.430	3.524	3.373
S2	3.315	3.315	3.504
S3	3.089	3.204	3.483
S4	2.863	2.978	3.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.652	3.426	0.226	6.4%	0.079	2.2%	53%	False	False	3,887
10	3.773	3.426	0.347	9.8%	0.083	2.4%	34%	False	False	4,080
20	3.811	3.426	0.385	10.9%	0.078	2.2%	31%	False	False	4,187
40	3.872	3.426	0.446	12.6%	0.070	2.0%	27%	False	False	3,187
60	3.905	3.426	0.479	13.5%	0.064	1.8%	25%	False	False	2,594

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	0.011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.992
2.618	3.822
1.618	3.718
1.000	3.654
0.618	3.614
HIGH	3.550
0.618	3.510
0.500	3.498
0.382	3.486
LOW	3.446
0.618	3.382
1.000	3.342
1.618	3.278
2.618	3.174
4.250	3.004

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	3.529	3.528
PP	3.514	3.511
S1	3.498	3.494

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