NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 3.428 3.247 -0.181 -5.3% 3.622
High 3.428 3.250 -0.178 -5.2% 3.622
Low 3.302 3.128 -0.174 -5.3% 3.302
Close 3.316 3.137 -0.179 -5.4% 3.316
Range 0.126 0.122 -0.004 -3.2% 0.320
ATR 0.088 0.095 0.007 8.1% 0.000
Volume 7,583 7,945 362 4.8% 20,736
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.538 3.459 3.204
R3 3.416 3.337 3.171
R2 3.294 3.294 3.159
R1 3.215 3.215 3.148 3.194
PP 3.172 3.172 3.172 3.161
S1 3.093 3.093 3.126 3.072
S2 3.050 3.050 3.115
S3 2.928 2.971 3.103
S4 2.806 2.849 3.070
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.373 4.165 3.492
R3 4.053 3.845 3.404
R2 3.733 3.733 3.375
R1 3.525 3.525 3.345 3.469
PP 3.413 3.413 3.413 3.386
S1 3.205 3.205 3.287 3.149
S2 3.093 3.093 3.257
S3 2.773 2.885 3.228
S4 2.453 2.565 3.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.528 3.128 0.400 12.8% 0.093 3.0% 2% False True 5,157
10 3.622 3.128 0.494 15.7% 0.091 2.9% 2% False True 4,135
20 3.773 3.128 0.645 20.6% 0.088 2.8% 1% False True 3,878
40 3.872 3.128 0.744 23.7% 0.081 2.6% 1% False True 3,807
60 3.900 3.128 0.772 24.6% 0.071 2.3% 1% False True 3,137
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.769
2.618 3.569
1.618 3.447
1.000 3.372
0.618 3.325
HIGH 3.250
0.618 3.203
0.500 3.189
0.382 3.175
LOW 3.128
0.618 3.053
1.000 3.006
1.618 2.931
2.618 2.809
4.250 2.610
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 3.189 3.312
PP 3.172 3.253
S1 3.154 3.195

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

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