NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 4.340 4.273 -0.067 -1.5% 4.057
High 4.362 4.286 -0.076 -1.7% 4.522
Low 4.183 4.210 0.027 0.6% 4.057
Close 4.305 4.252 -0.053 -1.2% 4.457
Range 0.179 0.076 -0.103 -57.5% 0.465
ATR 0.143 0.139 -0.003 -2.4% 0.000
Volume 25,885 28,081 2,196 8.5% 184,706
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.477 4.441 4.294
R3 4.401 4.365 4.273
R2 4.325 4.325 4.266
R1 4.289 4.289 4.259 4.269
PP 4.249 4.249 4.249 4.240
S1 4.213 4.213 4.245 4.193
S2 4.173 4.173 4.238
S3 4.097 4.137 4.231
S4 4.021 4.061 4.210
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.740 5.564 4.713
R3 5.275 5.099 4.585
R2 4.810 4.810 4.542
R1 4.634 4.634 4.500 4.722
PP 4.345 4.345 4.345 4.390
S1 4.169 4.169 4.414 4.257
S2 3.880 3.880 4.372
S3 3.415 3.704 4.329
S4 2.950 3.239 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.576 4.176 0.400 9.4% 0.202 4.8% 19% False False 36,140
10 4.576 3.842 0.734 17.3% 0.161 3.8% 56% False False 30,083
20 4.576 3.703 0.873 20.5% 0.127 3.0% 63% False False 20,777
40 4.576 3.703 0.873 20.5% 0.111 2.6% 63% False False 15,305
60 4.576 3.703 0.873 20.5% 0.103 2.4% 63% False False 12,426
80 4.576 3.703 0.873 20.5% 0.098 2.3% 63% False False 10,108
100 4.690 3.703 0.987 23.2% 0.093 2.2% 56% False False 8,644
120 4.895 3.703 1.192 28.0% 0.090 2.1% 46% False False 7,540
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 0.031
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.609
2.618 4.485
1.618 4.409
1.000 4.362
0.618 4.333
HIGH 4.286
0.618 4.257
0.500 4.248
0.382 4.239
LOW 4.210
0.618 4.163
1.000 4.134
1.618 4.087
2.618 4.011
4.250 3.887
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 4.251 4.380
PP 4.249 4.337
S1 4.248 4.295

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

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