NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 4.110 4.210 0.100 2.4% 3.992
High 4.233 4.242 0.009 0.2% 4.121
Low 4.097 4.165 0.068 1.7% 3.939
Close 4.227 4.190 -0.037 -0.9% 4.114
Range 0.136 0.077 -0.059 -43.4% 0.182
ATR 0.100 0.099 -0.002 -1.7% 0.000
Volume 25,314 29,483 4,169 16.5% 121,419
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.430 4.387 4.232
R3 4.353 4.310 4.211
R2 4.276 4.276 4.204
R1 4.233 4.233 4.197 4.216
PP 4.199 4.199 4.199 4.191
S1 4.156 4.156 4.183 4.139
S2 4.122 4.122 4.176
S3 4.045 4.079 4.169
S4 3.968 4.002 4.148
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 4.242 3.939 0.303 7.2% 0.106 2.5% 83% True False 25,146
10 4.242 3.939 0.303 7.2% 0.095 2.3% 83% True False 25,579
20 4.242 3.901 0.341 8.1% 0.098 2.3% 85% True False 25,046
40 4.252 3.901 0.351 8.4% 0.098 2.3% 82% False False 20,507
60 4.336 3.877 0.459 11.0% 0.093 2.2% 68% False False 17,653
80 4.985 3.877 1.108 26.4% 0.095 2.3% 28% False False 14,919
100 4.985 3.877 1.108 26.4% 0.095 2.3% 28% False False 13,040
120 4.988 3.877 1.111 26.5% 0.094 2.2% 28% False False 11,541
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.569
2.618 4.444
1.618 4.367
1.000 4.319
0.618 4.290
HIGH 4.242
0.618 4.213
0.500 4.204
0.382 4.194
LOW 4.165
0.618 4.117
1.000 4.088
1.618 4.040
2.618 3.963
4.250 3.838
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 4.204 4.177
PP 4.199 4.164
S1 4.195 4.151

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

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