NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	3.818	3.741	-0.077	-2.0%	3.734
High	3.818	3.742	-0.076	-2.0%	3.818
Low	3.725	3.705	-0.020	-0.5%	3.705
Close	3.789	3.717	-0.072	-1.9%	3.717
Range	0.093	0.037	-0.056	-60.2%	0.113
ATR
Volume	2,679	3,092	413	15.4%	10,342

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.832	3.812	3.737
R3	3.795	3.775	3.727
R2	3.758	3.758	3.724
R1	3.738	3.738	3.720	3.730
PP	3.721	3.721	3.721	3.717
S1	3.701	3.701	3.714	3.693
S2	3.684	3.684	3.710
S3	3.647	3.664	3.707
S4	3.610	3.627	3.697

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.086	4.014	3.779
R3	3.973	3.901	3.748
R2	3.860	3.860	3.738
R1	3.788	3.788	3.727	3.768
PP	3.747	3.747	3.747	3.736
S1	3.675	3.675	3.707	3.655
S2	3.634	3.634	3.696
S3	3.521	3.562	3.686
S4	3.408	3.449	3.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.818	3.705	0.113	3.0%	0.066	1.8%	11%	False	True	2,068
10	3.819	3.656	0.163	4.4%	0.068	1.8%	37%	False	False	2,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.004
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.899
2.618	3.839
1.618	3.802
1.000	3.779
0.618	3.765
HIGH	3.742
0.618	3.728
0.500	3.724
0.382	3.719
LOW	3.705
0.618	3.682
1.000	3.668
1.618	3.645
2.618	3.608
4.250	3.548

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	3.724	3.762
PP	3.721	3.747
S1	3.719	3.732

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