NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 4.030 4.011 -0.019 -0.5% 4.104
High 4.040 4.013 -0.027 -0.7% 4.120
Low 3.989 3.860 -0.129 -3.2% 3.834
Close 4.005 3.873 -0.132 -3.3% 3.847
Range 0.051 0.153 0.102 200.0% 0.286
ATR 0.101 0.105 0.004 3.6% 0.000
Volume 42,487 79,587 37,100 87.3% 140,907
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.374 4.277 3.957
R3 4.221 4.124 3.915
R2 4.068 4.068 3.901
R1 3.971 3.971 3.887 3.943
PP 3.915 3.915 3.915 3.902
S1 3.818 3.818 3.859 3.790
S2 3.762 3.762 3.845
S3 3.609 3.665 3.831
S4 3.456 3.512 3.789
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.792 4.605 4.004
R3 4.506 4.319 3.926
R2 4.220 4.220 3.899
R1 4.033 4.033 3.873 3.984
PP 3.934 3.934 3.934 3.909
S1 3.747 3.747 3.821 3.698
S2 3.648 3.648 3.795
S3 3.362 3.461 3.768
S4 3.076 3.175 3.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.060 3.812 0.248 6.4% 0.112 2.9% 25% False False 45,494
10 4.163 3.812 0.351 9.1% 0.112 2.9% 17% False False 43,284
20 4.163 3.812 0.351 9.1% 0.107 2.8% 17% False False 36,669
40 4.163 3.786 0.377 9.7% 0.100 2.6% 23% False False 30,479
60 4.783 3.786 0.997 25.7% 0.097 2.5% 9% False False 24,183
80 4.905 3.786 1.119 28.9% 0.097 2.5% 8% False False 20,795
100 4.905 3.786 1.119 28.9% 0.095 2.5% 8% False False 17,851
120 4.905 3.786 1.119 28.9% 0.095 2.5% 8% False False 15,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.663
2.618 4.414
1.618 4.261
1.000 4.166
0.618 4.108
HIGH 4.013
0.618 3.955
0.500 3.937
0.382 3.918
LOW 3.860
0.618 3.765
1.000 3.707
1.618 3.612
2.618 3.459
4.250 3.210
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 3.937 3.960
PP 3.915 3.931
S1 3.894 3.902

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

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