NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 3.907 3.886 -0.021 -0.5% 3.892
High 3.959 3.975 0.016 0.4% 4.100
Low 3.865 3.845 -0.020 -0.5% 3.892
Close 3.869 3.965 0.096 2.5% 3.903
Range 0.094 0.130 0.036 38.3% 0.208
ATR 0.102 0.104 0.002 2.0% 0.000
Volume 66,714 82,973 16,259 24.4% 348,474
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.318 4.272 4.037
R3 4.188 4.142 4.001
R2 4.058 4.058 3.989
R1 4.012 4.012 3.977 4.035
PP 3.928 3.928 3.928 3.940
S1 3.882 3.882 3.953 3.905
S2 3.798 3.798 3.941
S3 3.668 3.752 3.929
S4 3.538 3.622 3.894
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.589 4.454 4.017
R3 4.381 4.246 3.960
R2 4.173 4.173 3.941
R1 4.038 4.038 3.922 4.106
PP 3.965 3.965 3.965 3.999
S1 3.830 3.830 3.884 3.898
S2 3.757 3.757 3.865
S3 3.549 3.622 3.846
S4 3.341 3.414 3.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.090 3.845 0.245 6.2% 0.104 2.6% 49% False True 70,829
10 4.100 3.835 0.265 6.7% 0.107 2.7% 49% False False 71,103
20 4.163 3.812 0.351 8.9% 0.107 2.7% 44% False False 54,329
40 4.163 3.812 0.351 8.9% 0.102 2.6% 44% False False 42,895
60 4.487 3.786 0.701 17.7% 0.096 2.4% 26% False False 33,271
80 4.905 3.786 1.119 28.2% 0.097 2.5% 16% False False 27,823
100 4.905 3.786 1.119 28.2% 0.097 2.5% 16% False False 23,782
120 4.905 3.786 1.119 28.2% 0.095 2.4% 16% False False 20,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.528
2.618 4.315
1.618 4.185
1.000 4.105
0.618 4.055
HIGH 3.975
0.618 3.925
0.500 3.910
0.382 3.895
LOW 3.845
0.618 3.765
1.000 3.715
1.618 3.635
2.618 3.505
4.250 3.293
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 3.947 3.947
PP 3.928 3.928
S1 3.910 3.910

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

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