NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	3.534	3.470	-0.064	-1.8%	3.529
High	3.554	3.513	-0.041	-1.2%	3.593
Low	3.461	3.470	0.009	0.3%	3.455
Close	3.472	3.511	0.039	1.1%	3.588
Range	0.093	0.043	-0.050	-53.8%	0.138
ATR	0.085	0.082	-0.003	-3.5%	0.000
Volume	4,171	3,327	-844	-20.2%	19,696

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.627	3.612	3.535
R3	3.584	3.569	3.523
R2	3.541	3.541	3.519
R1	3.526	3.526	3.515	3.534
PP	3.498	3.498	3.498	3.502
S1	3.483	3.483	3.507	3.491
S2	3.455	3.455	3.503
S3	3.412	3.440	3.499
S4	3.369	3.397	3.487

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.959	3.912	3.664
R3	3.821	3.774	3.626
R2	3.683	3.683	3.613
R1	3.636	3.636	3.601	3.660
PP	3.545	3.545	3.545	3.557
S1	3.498	3.498	3.575	3.522
S2	3.407	3.407	3.563
S3	3.269	3.360	3.550
S4	3.131	3.222	3.512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.650	3.461	0.189	5.4%	0.086	2.4%	26%	False	False	3,835
10	3.650	3.450	0.200	5.7%	0.083	2.4%	31%	False	False	3,922
20	3.812	3.450	0.362	10.3%	0.077	2.2%	17%	False	False	3,738
40	3.900	3.450	0.450	12.8%	0.072	2.0%	14%	False	False	3,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	3.696
2.618	3.626
1.618	3.583
1.000	3.556
0.618	3.540
HIGH	3.513
0.618	3.497
0.500	3.492
0.382	3.486
LOW	3.470
0.618	3.443
1.000	3.427
1.618	3.400
2.618	3.357
4.250	3.287

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	3.505	3.556
PP	3.498	3.541
S1	3.492	3.526

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