NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 4.248 3.934 -0.314 -7.4% 4.100
High 4.274 3.984 -0.290 -6.8% 4.412
Low 4.015 3.870 -0.145 -3.6% 4.015
Close 4.028 3.953 -0.075 -1.9% 4.028
Range 0.259 0.114 -0.145 -56.0% 0.397
ATR 0.182 0.180 -0.002 -0.9% 0.000
Volume 32,609 24,830 -7,779 -23.9% 145,803
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.278 4.229 4.016
R3 4.164 4.115 3.984
R2 4.050 4.050 3.974
R1 4.001 4.001 3.963 4.026
PP 3.936 3.936 3.936 3.948
S1 3.887 3.887 3.943 3.912
S2 3.822 3.822 3.932
S3 3.708 3.773 3.922
S4 3.594 3.659 3.890
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.343 5.082 4.246
R3 4.946 4.685 4.137
R2 4.549 4.549 4.101
R1 4.288 4.288 4.064 4.220
PP 4.152 4.152 4.152 4.118
S1 3.891 3.891 3.992 3.823
S2 3.755 3.755 3.955
S3 3.358 3.494 3.919
S4 2.961 3.097 3.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.412 3.870 0.542 13.7% 0.180 4.6% 15% False True 34,126
10 4.530 3.870 0.660 16.7% 0.201 5.1% 13% False True 44,525
20 4.530 3.870 0.660 16.7% 0.183 4.6% 13% False True 48,391
40 4.530 3.648 0.882 22.3% 0.138 3.5% 35% False False 34,622
60 4.530 3.648 0.882 22.3% 0.123 3.1% 35% False False 28,735
80 4.530 3.648 0.882 22.3% 0.111 2.8% 35% False False 24,592
100 4.530 3.648 0.882 22.3% 0.103 2.6% 35% False False 21,247
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 0.054
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.469
2.618 4.282
1.618 4.168
1.000 4.098
0.618 4.054
HIGH 3.984
0.618 3.940
0.500 3.927
0.382 3.914
LOW 3.870
0.618 3.800
1.000 3.756
1.618 3.686
2.618 3.572
4.250 3.386
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 3.944 4.141
PP 3.936 4.078
S1 3.927 4.016

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

View Archives - Comment on this page... - Back to Index of Symbols