NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 3.892 3.998 0.106 2.7% 3.812
High 4.005 4.066 0.061 1.5% 4.060
Low 3.892 3.930 0.038 1.0% 3.812
Close 3.997 4.063 0.066 1.7% 3.910
Range 0.113 0.136 0.023 20.4% 0.248
ATR 0.104 0.106 0.002 2.2% 0.000
Volume 82,245 66,312 -15,933 -19.4% 264,076
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.428 4.381 4.138
R3 4.292 4.245 4.100
R2 4.156 4.156 4.088
R1 4.109 4.109 4.075 4.133
PP 4.020 4.020 4.020 4.031
S1 3.973 3.973 4.051 3.997
S2 3.884 3.884 4.038
S3 3.748 3.837 4.026
S4 3.612 3.701 3.988
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.671 4.539 4.046
R3 4.423 4.291 3.978
R2 4.175 4.175 3.955
R1 4.043 4.043 3.933 4.109
PP 3.927 3.927 3.927 3.961
S1 3.795 3.795 3.887 3.861
S2 3.679 3.679 3.865
S3 3.431 3.547 3.842
S4 3.183 3.299 3.774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.066 3.835 0.231 5.7% 0.106 2.6% 99% True False 67,583
10 4.066 3.812 0.254 6.3% 0.106 2.6% 99% True False 52,226
20 4.163 3.812 0.351 8.6% 0.106 2.6% 72% False False 41,454
40 4.163 3.786 0.377 9.3% 0.102 2.5% 73% False False 34,964
60 4.604 3.786 0.818 20.1% 0.097 2.4% 34% False False 27,283
80 4.905 3.786 1.119 27.5% 0.097 2.4% 25% False False 23,270
100 4.905 3.786 1.119 27.5% 0.096 2.4% 25% False False 19,902
120 4.905 3.786 1.119 27.5% 0.096 2.4% 25% False False 17,265
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.644
2.618 4.422
1.618 4.286
1.000 4.202
0.618 4.150
HIGH 4.066
0.618 4.014
0.500 3.998
0.382 3.982
LOW 3.930
0.618 3.846
1.000 3.794
1.618 3.710
2.618 3.574
4.250 3.352
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 4.041 4.026
PP 4.020 3.988
S1 3.998 3.951

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

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