NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 4.101 4.032 -0.069 -1.7% 4.110
High 4.126 4.124 -0.002 0.0% 4.246
Low 3.986 4.027 0.041 1.0% 3.986
Close 4.012 4.117 0.105 2.6% 4.117
Range 0.140 0.097 -0.043 -30.7% 0.260
ATR 0.106 0.106 0.000 0.4% 0.000
Volume 31,569 37,325 5,756 18.2% 160,310
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.380 4.346 4.170
R3 4.283 4.249 4.144
R2 4.186 4.186 4.135
R1 4.152 4.152 4.126 4.169
PP 4.089 4.089 4.089 4.098
S1 4.055 4.055 4.108 4.072
S2 3.992 3.992 4.099
S3 3.895 3.958 4.090
S4 3.798 3.861 4.064
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.896 4.767 4.260
R3 4.636 4.507 4.189
R2 4.376 4.376 4.165
R1 4.247 4.247 4.141 4.312
PP 4.116 4.116 4.116 4.149
S1 3.987 3.987 4.093 4.052
S2 3.856 3.856 4.069
S3 3.596 3.727 4.046
S4 3.336 3.467 3.974
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 6.3% 0.123 3.0% 50% False False 32,062
10 4.246 3.939 0.307 7.5% 0.109 2.6% 58% False False 28,172
20 4.246 3.901 0.345 8.4% 0.107 2.6% 63% False False 26,822
40 4.252 3.901 0.351 8.5% 0.102 2.5% 62% False False 22,370
60 4.280 3.877 0.403 9.8% 0.095 2.3% 60% False False 18,872
80 4.985 3.877 1.108 26.9% 0.097 2.4% 22% False False 16,008
100 4.985 3.877 1.108 26.9% 0.096 2.3% 22% False False 13,864
120 4.988 3.877 1.111 27.0% 0.095 2.3% 22% False False 12,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.536
2.618 4.378
1.618 4.281
1.000 4.221
0.618 4.184
HIGH 4.124
0.618 4.087
0.500 4.076
0.382 4.064
LOW 4.027
0.618 3.967
1.000 3.930
1.618 3.870
2.618 3.773
4.250 3.615
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 4.103 4.117
PP 4.089 4.116
S1 4.076 4.116

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

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