NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 4.034 4.091 0.057 1.4% 3.992
High 4.099 4.121 0.022 0.5% 4.121
Low 3.966 4.059 0.093 2.3% 3.939
Close 4.097 4.114 0.017 0.4% 4.114
Range 0.133 0.062 -0.071 -53.4% 0.182
ATR 0.100 0.098 -0.003 -2.7% 0.000
Volume 20,757 29,513 8,756 42.2% 121,419
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.284 4.261 4.148
R3 4.222 4.199 4.131
R2 4.160 4.160 4.125
R1 4.137 4.137 4.120 4.149
PP 4.098 4.098 4.098 4.104
S1 4.075 4.075 4.108 4.087
S2 4.036 4.036 4.103
S3 3.974 4.013 4.097
S4 3.912 3.951 4.080
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.604 4.541 4.214
R3 4.422 4.359 4.164
R2 4.240 4.240 4.147
R1 4.177 4.177 4.131 4.209
PP 4.058 4.058 4.058 4.074
S1 3.995 3.995 4.097 4.027
S2 3.876 3.876 4.081
S3 3.694 3.813 4.064
S4 3.512 3.631 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.121 3.939 0.182 4.4% 0.095 2.3% 96% True False 24,283
10 4.187 3.939 0.248 6.0% 0.098 2.4% 71% False False 25,007
20 4.214 3.901 0.313 7.6% 0.099 2.4% 68% False False 23,944
40 4.252 3.901 0.351 8.5% 0.098 2.4% 61% False False 19,851
60 4.493 3.877 0.616 15.0% 0.093 2.3% 38% False False 16,982
80 4.985 3.877 1.108 26.9% 0.095 2.3% 21% False False 14,357
100 4.985 3.877 1.108 26.9% 0.095 2.3% 21% False False 12,616
120 4.988 3.877 1.111 27.0% 0.093 2.3% 21% False False 11,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.385
2.618 4.283
1.618 4.221
1.000 4.183
0.618 4.159
HIGH 4.121
0.618 4.097
0.500 4.090
0.382 4.083
LOW 4.059
0.618 4.021
1.000 3.997
1.618 3.959
2.618 3.897
4.250 3.796
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 4.106 4.086
PP 4.098 4.058
S1 4.090 4.030

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

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