NYMEX Natural Gas Future December 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 3.988 3.970 -0.018 -0.5% 3.979
High 4.042 4.059 0.017 0.4% 4.187
Low 3.957 3.939 -0.018 -0.5% 3.979
Close 3.960 4.050 0.090 2.3% 3.992
Range 0.085 0.120 0.035 41.2% 0.208
ATR 0.096 0.098 0.002 1.8% 0.000
Volume 25,706 20,664 -5,042 -19.6% 128,656
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.376 4.333 4.116
R3 4.256 4.213 4.083
R2 4.136 4.136 4.072
R1 4.093 4.093 4.061 4.115
PP 4.016 4.016 4.016 4.027
S1 3.973 3.973 4.039 3.995
S2 3.896 3.896 4.028
S3 3.776 3.853 4.017
S4 3.656 3.733 3.984
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.677 4.542 4.106
R3 4.469 4.334 4.049
R2 4.261 4.261 4.030
R1 4.126 4.126 4.011 4.194
PP 4.053 4.053 4.053 4.086
S1 3.918 3.918 3.973 3.986
S2 3.845 3.845 3.954
S3 3.637 3.710 3.935
S4 3.429 3.502 3.878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.171 3.939 0.232 5.7% 0.096 2.4% 48% False True 24,751
10 4.187 3.923 0.264 6.5% 0.100 2.5% 48% False False 25,142
20 4.252 3.901 0.351 8.7% 0.101 2.5% 42% False False 23,266
40 4.252 3.901 0.351 8.7% 0.097 2.4% 42% False False 19,180
60 4.555 3.877 0.678 16.7% 0.092 2.3% 26% False False 16,357
80 4.985 3.877 1.108 27.4% 0.094 2.3% 16% False False 13,810
100 4.985 3.877 1.108 27.4% 0.095 2.3% 16% False False 12,174
120 4.988 3.877 1.111 27.4% 0.093 2.3% 16% False False 10,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.569
2.618 4.373
1.618 4.253
1.000 4.179
0.618 4.133
HIGH 4.059
0.618 4.013
0.500 3.999
0.382 3.985
LOW 3.939
0.618 3.865
1.000 3.819
1.618 3.745
2.618 3.625
4.250 3.429
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 4.033 4.033
PP 4.016 4.016
S1 3.999 3.999

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

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