NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 3.158 3.081 -0.077 -2.4% 3.247
High 3.170 3.089 -0.081 -2.6% 3.250
Low 3.067 3.024 -0.043 -1.4% 3.024
Close 3.093 3.060 -0.033 -1.1% 3.060
Range 0.103 0.065 -0.038 -36.9% 0.226
ATR 0.095 0.093 -0.002 -2.0% 0.000
Volume 3,994 5,141 1,147 28.7% 22,260
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.253 3.221 3.096
R3 3.188 3.156 3.078
R2 3.123 3.123 3.072
R1 3.091 3.091 3.066 3.075
PP 3.058 3.058 3.058 3.049
S1 3.026 3.026 3.054 3.010
S2 2.993 2.993 3.048
S3 2.928 2.961 3.042
S4 2.863 2.896 3.024
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.789 3.651 3.184
R3 3.563 3.425 3.122
R2 3.337 3.337 3.101
R1 3.199 3.199 3.081 3.155
PP 3.111 3.111 3.111 3.090
S1 2.973 2.973 3.039 2.929
S2 2.885 2.885 3.019
S3 2.659 2.747 2.998
S4 2.433 2.521 2.936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.428 3.024 0.404 13.2% 0.100 3.3% 9% False True 5,968
10 3.622 3.024 0.598 19.5% 0.093 3.0% 6% False True 4,670
20 3.721 3.024 0.697 22.8% 0.087 2.8% 5% False True 4,057
40 3.872 3.024 0.848 27.7% 0.082 2.7% 4% False True 4,043
60 3.872 3.024 0.848 27.7% 0.073 2.4% 4% False True 3,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.365
2.618 3.259
1.618 3.194
1.000 3.154
0.618 3.129
HIGH 3.089
0.618 3.064
0.500 3.057
0.382 3.049
LOW 3.024
0.618 2.984
1.000 2.959
1.618 2.919
2.618 2.854
4.250 2.748
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 3.059 3.111
PP 3.058 3.094
S1 3.057 3.077

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

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