NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 3.901 4.019 0.118 3.0% 4.192
High 4.038 4.141 0.103 2.6% 4.200
Low 3.901 3.994 0.093 2.4% 3.924
Close 4.015 4.110 0.095 2.4% 3.940
Range 0.137 0.147 0.010 7.3% 0.276
ATR 0.098 0.101 0.004 3.6% 0.000
Volume 14,413 17,763 3,350 23.2% 85,910
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.523 4.463 4.191
R3 4.376 4.316 4.150
R2 4.229 4.229 4.137
R1 4.169 4.169 4.123 4.199
PP 4.082 4.082 4.082 4.097
S1 4.022 4.022 4.097 4.052
S2 3.935 3.935 4.083
S3 3.788 3.875 4.070
S4 3.641 3.728 4.029
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.849 4.671 4.092
R3 4.573 4.395 4.016
R2 4.297 4.297 3.991
R1 4.119 4.119 3.965 4.070
PP 4.021 4.021 4.021 3.997
S1 3.843 3.843 3.915 3.794
S2 3.745 3.745 3.889
S3 3.469 3.567 3.864
S4 3.193 3.291 3.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.141 3.901 0.240 5.8% 0.100 2.4% 87% True False 20,435
10 4.252 3.901 0.351 8.5% 0.105 2.6% 60% False False 18,356
20 4.252 3.901 0.351 8.5% 0.103 2.5% 60% False False 17,932
40 4.267 3.877 0.390 9.5% 0.094 2.3% 60% False False 15,139
60 4.985 3.877 1.108 27.0% 0.095 2.3% 21% False False 12,704
80 4.985 3.877 1.108 27.0% 0.094 2.3% 21% False False 10,871
100 4.988 3.877 1.111 27.0% 0.094 2.3% 21% False False 9,641
120 4.988 3.877 1.111 27.0% 0.094 2.3% 21% False False 8,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.766
2.618 4.526
1.618 4.379
1.000 4.288
0.618 4.232
HIGH 4.141
0.618 4.085
0.500 4.068
0.382 4.050
LOW 3.994
0.618 3.903
1.000 3.847
1.618 3.756
2.618 3.609
4.250 3.369
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 4.096 4.080
PP 4.082 4.051
S1 4.068 4.021

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

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