NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 4.192 4.101 -0.091 -2.2% 3.992
High 4.246 4.126 -0.120 -2.8% 4.121
Low 4.083 3.986 -0.097 -2.4% 3.939
Close 4.089 4.012 -0.077 -1.9% 4.114
Range 0.163 0.140 -0.023 -14.1% 0.182
ATR 0.103 0.106 0.003 2.5% 0.000
Volume 36,619 31,569 -5,050 -13.8% 121,419
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.461 4.377 4.089
R3 4.321 4.237 4.051
R2 4.181 4.181 4.038
R1 4.097 4.097 4.025 4.069
PP 4.041 4.041 4.041 4.028
S1 3.957 3.957 3.999 3.929
S2 3.901 3.901 3.986
S3 3.761 3.817 3.974
S4 3.621 3.677 3.935
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 3.986 0.260 6.5% 0.116 2.9% 10% False True 30,499
10 4.246 3.939 0.307 7.7% 0.106 2.6% 24% False False 27,539
20 4.246 3.901 0.345 8.6% 0.105 2.6% 32% False False 25,985
40 4.252 3.901 0.351 8.7% 0.102 2.5% 32% False False 21,766
60 4.297 3.877 0.420 10.5% 0.095 2.4% 32% False False 18,406
80 4.985 3.877 1.108 27.6% 0.097 2.4% 12% False False 15,636
100 4.985 3.877 1.108 27.6% 0.096 2.4% 12% False False 13,575
120 4.988 3.877 1.111 27.7% 0.095 2.4% 12% False False 12,035
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.721
2.618 4.493
1.618 4.353
1.000 4.266
0.618 4.213
HIGH 4.126
0.618 4.073
0.500 4.056
0.382 4.039
LOW 3.986
0.618 3.899
1.000 3.846
1.618 3.759
2.618 3.619
4.250 3.391
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 4.056 4.116
PP 4.041 4.081
S1 4.027 4.047

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

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