NYMEX Natural Gas Future September 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 3.209 3.148 -0.061 -1.9% 3.263
High 3.209 3.148 -0.061 -1.9% 3.267
Low 3.113 3.082 -0.031 -1.0% 3.082
Close 3.142 3.110 -0.032 -1.0% 3.110
Range 0.096 0.066 -0.030 -31.3% 0.185
ATR 0.093 0.091 -0.002 -2.1% 0.000
Volume 3,767 3,041 -726 -19.3% 14,000
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.311 3.277 3.146
R3 3.245 3.211 3.128
R2 3.179 3.179 3.122
R1 3.145 3.145 3.116 3.129
PP 3.113 3.113 3.113 3.106
S1 3.079 3.079 3.104 3.063
S2 3.047 3.047 3.098
S3 2.981 3.013 3.092
S4 2.915 2.947 3.074
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.708 3.594 3.212
R3 3.523 3.409 3.161
R2 3.338 3.338 3.144
R1 3.224 3.224 3.127 3.189
PP 3.153 3.153 3.153 3.135
S1 3.039 3.039 3.093 3.004
S2 2.968 2.968 3.076
S3 2.783 2.854 3.059
S4 2.598 2.669 3.008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.442 3.082 0.360 11.6% 0.088 2.8% 8% False True 3,507
10 3.623 3.082 0.541 17.4% 0.083 2.7% 5% False True 2,651
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 0.009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.429
2.618 3.321
1.618 3.255
1.000 3.214
0.618 3.189
HIGH 3.148
0.618 3.123
0.500 3.115
0.382 3.107
LOW 3.082
0.618 3.041
1.000 3.016
1.618 2.975
2.618 2.909
4.250 2.802
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 3.115 3.158
PP 3.113 3.142
S1 3.112 3.126

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

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