NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	3.191	3.108	-0.083	-2.6%	3.263
High	3.202	3.127	-0.075	-2.3%	3.267
Low	3.136	3.011	-0.125	-4.0%	3.082
Close	3.150	3.011	-0.139	-4.4%	3.110
Range	0.066	0.116	0.050	75.8%	0.185
ATR	0.092	0.095	0.003	3.7%	0.000
Volume	2,850	1,580	-1,270	-44.6%	14,000

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.398	3.320	3.075
R3	3.282	3.204	3.043
R2	3.166	3.166	3.032
R1	3.088	3.088	3.022	3.069
PP	3.050	3.050	3.050	3.040
S1	2.972	2.972	3.000	2.953
S2	2.934	2.934	2.990
S3	2.818	2.856	2.979
S4	2.702	2.740	2.947

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	3.217	3.011	0.206	6.8%	0.090	3.0%	0%	False	True	2,651
10	3.520	3.011	0.509	16.9%	0.083	2.8%	0%	False	True	2,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	3.620
2.618	3.431
1.618	3.315
1.000	3.243
0.618	3.199
HIGH	3.127
0.618	3.083
0.500	3.069
0.382	3.055
LOW	3.011
0.618	2.939
1.000	2.895
1.618	2.823
2.618	2.707
4.250	2.518

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	3.069	3.114
PP	3.050	3.080
S1	3.030	3.045

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