NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 4.210 4.192 -0.018 -0.4% 3.992
High 4.242 4.246 0.004 0.1% 4.121
Low 4.165 4.083 -0.082 -2.0% 3.939
Close 4.190 4.089 -0.101 -2.4% 4.114
Range 0.077 0.163 0.086 111.7% 0.182
ATR 0.099 0.103 0.005 4.6% 0.000
Volume 29,483 36,619 7,136 24.2% 121,419
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.628 4.522 4.179
R3 4.465 4.359 4.134
R2 4.302 4.302 4.119
R1 4.196 4.196 4.104 4.168
PP 4.139 4.139 4.139 4.125
S1 4.033 4.033 4.074 4.005
S2 3.976 3.976 4.059
S3 3.813 3.870 4.044
S4 3.650 3.707 3.999
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 4.246 3.966 0.280 6.8% 0.114 2.8% 44% True False 28,337
10 4.246 3.939 0.307 7.5% 0.105 2.6% 49% True False 26,544
20 4.246 3.901 0.345 8.4% 0.102 2.5% 54% True False 25,372
40 4.252 3.901 0.351 8.6% 0.100 2.5% 54% False False 21,195
60 4.327 3.877 0.450 11.0% 0.094 2.3% 47% False False 18,091
80 4.985 3.877 1.108 27.1% 0.096 2.4% 19% False False 15,313
100 4.985 3.877 1.108 27.1% 0.095 2.3% 19% False False 13,327
120 4.988 3.877 1.111 27.2% 0.094 2.3% 19% False False 11,821
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 0.031
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.673
1.618 4.510
1.000 4.409
0.618 4.347
HIGH 4.246
0.618 4.184
0.500 4.165
0.382 4.145
LOW 4.083
0.618 3.982
1.000 3.920
1.618 3.819
2.618 3.656
4.250 3.390
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 4.165 4.165
PP 4.139 4.139
S1 4.114 4.114

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

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