NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 4.057 4.070 0.013 0.3% 3.812
High 4.100 4.090 -0.010 -0.2% 4.060
Low 4.025 3.961 -0.064 -1.6% 3.812
Close 4.077 3.975 -0.102 -2.5% 3.910
Range 0.075 0.129 0.054 72.0% 0.248
ATR 0.104 0.106 0.002 1.7% 0.000
Volume 61,454 80,297 18,843 30.7% 264,076
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.396 4.314 4.046
R3 4.267 4.185 4.010
R2 4.138 4.138 3.999
R1 4.056 4.056 3.987 4.033
PP 4.009 4.009 4.009 3.997
S1 3.927 3.927 3.963 3.904
S2 3.880 3.880 3.951
S3 3.751 3.798 3.940
S4 3.622 3.669 3.904
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 4.100 3.835 0.265 6.7% 0.106 2.7% 53% False False 71,518
10 4.100 3.812 0.288 7.2% 0.109 2.7% 57% False False 58,506
20 4.163 3.812 0.351 8.8% 0.106 2.7% 46% False False 45,660
40 4.163 3.786 0.377 9.5% 0.103 2.6% 50% False False 37,578
60 4.604 3.786 0.818 20.6% 0.097 2.4% 23% False False 29,312
80 4.905 3.786 1.119 28.2% 0.097 2.4% 17% False False 24,868
100 4.905 3.786 1.119 28.2% 0.096 2.4% 17% False False 21,260
120 4.905 3.786 1.119 28.2% 0.096 2.4% 17% False False 18,367
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.638
2.618 4.428
1.618 4.299
1.000 4.219
0.618 4.170
HIGH 4.090
0.618 4.041
0.500 4.026
0.382 4.010
LOW 3.961
0.618 3.881
1.000 3.832
1.618 3.752
2.618 3.623
4.250 3.413
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 4.026 4.015
PP 4.009 4.002
S1 3.992 3.988

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

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