NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	3.484	3.500	0.016	0.5%	3.635
High	3.529	3.555	0.026	0.7%	3.680
Low	3.461	3.482	0.021	0.6%	3.450
Close	3.507	3.545	0.038	1.1%	3.575
Range	0.068	0.073	0.005	7.4%	0.230
ATR	0.082	0.081	-0.001	-0.8%	0.000
Volume	3,101	3,580	479	15.4%	17,498

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.746	3.719	3.585
R3	3.673	3.646	3.565
R2	3.600	3.600	3.558
R1	3.573	3.573	3.552	3.587
PP	3.527	3.527	3.527	3.534
S1	3.500	3.500	3.538	3.514
S2	3.454	3.454	3.532
S3	3.381	3.427	3.525
S4	3.308	3.354	3.505

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.258	4.147	3.702
R3	4.028	3.917	3.638
R2	3.798	3.798	3.617
R1	3.687	3.687	3.596	3.628
PP	3.568	3.568	3.568	3.539
S1	3.457	3.457	3.554	3.398
S2	3.338	3.338	3.533
S3	3.108	3.227	3.512
S4	2.878	2.997	3.449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.583	3.450	0.133	3.8%	0.080	2.2%	71%	False	False	4,009
10	3.806	3.450	0.356	10.0%	0.074	2.1%	27%	False	False	3,409
20	3.812	3.450	0.362	10.2%	0.074	2.1%	26%	False	False	3,692
40	3.900	3.450	0.450	12.7%	0.068	1.9%	21%	False	False	2,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.865
2.618	3.746
1.618	3.673
1.000	3.628
0.618	3.600
HIGH	3.555
0.618	3.527
0.500	3.519
0.382	3.510
LOW	3.482
0.618	3.437
1.000	3.409
1.618	3.364
2.618	3.291
4.250	3.172

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	3.536	3.532
PP	3.527	3.518
S1	3.519	3.505

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