NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 3.836 3.922 0.086 2.2% 4.000
High 3.927 3.955 0.028 0.7% 4.000
Low 3.820 3.806 -0.014 -0.4% 3.815
Close 3.916 3.816 -0.100 -2.6% 3.859
Range 0.107 0.149 0.042 39.3% 0.185
ATR 0.111 0.114 0.003 2.4% 0.000
Volume 113,231 123,217 9,986 8.8% 645,079
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.306 4.210 3.898
R3 4.157 4.061 3.857
R2 4.008 4.008 3.843
R1 3.912 3.912 3.830 3.886
PP 3.859 3.859 3.859 3.846
S1 3.763 3.763 3.802 3.737
S2 3.710 3.710 3.789
S3 3.561 3.614 3.775
S4 3.412 3.465 3.734
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.446 4.338 3.961
R3 4.261 4.153 3.910
R2 4.076 4.076 3.893
R1 3.968 3.968 3.876 3.930
PP 3.891 3.891 3.891 3.872
S1 3.783 3.783 3.842 3.745
S2 3.706 3.706 3.825
S3 3.521 3.598 3.808
S4 3.336 3.413 3.757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.955 3.806 0.149 3.9% 0.109 2.9% 7% True True 127,380
10 4.184 3.806 0.378 9.9% 0.118 3.1% 3% False True 123,117
20 4.184 3.806 0.378 9.9% 0.111 2.9% 3% False True 107,075
40 4.184 3.806 0.378 9.9% 0.108 2.8% 3% False True 74,265
60 4.184 3.786 0.398 10.4% 0.105 2.7% 8% False False 59,001
80 4.604 3.786 0.818 21.4% 0.100 2.6% 4% False False 47,231
100 4.905 3.786 1.119 29.3% 0.100 2.6% 3% False False 40,031
120 4.905 3.786 1.119 29.3% 0.099 2.6% 3% False False 34,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.588
2.618 4.345
1.618 4.196
1.000 4.104
0.618 4.047
HIGH 3.955
0.618 3.898
0.500 3.881
0.382 3.863
LOW 3.806
0.618 3.714
1.000 3.657
1.618 3.565
2.618 3.416
4.250 3.173
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 3.881 3.881
PP 3.859 3.859
S1 3.838 3.838

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

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