NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 4.087 4.000 -0.087 -2.1% 4.110
High 4.087 4.057 -0.030 -0.7% 4.246
Low 3.977 3.958 -0.019 -0.5% 3.986
Close 3.987 4.052 0.065 1.6% 4.117
Range 0.110 0.099 -0.011 -10.0% 0.260
ATR 0.109 0.108 -0.001 -0.6% 0.000
Volume 25,992 24,382 -1,610 -6.2% 160,310
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.319 4.285 4.106
R3 4.220 4.186 4.079
R2 4.121 4.121 4.070
R1 4.087 4.087 4.061 4.104
PP 4.022 4.022 4.022 4.031
S1 3.988 3.988 4.043 4.005
S2 3.923 3.923 4.034
S3 3.824 3.889 4.025
S4 3.725 3.790 3.998
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 3.958 0.288 7.1% 0.122 3.0% 33% False True 31,177
10 4.246 3.939 0.307 7.6% 0.114 2.8% 37% False False 28,161
20 4.246 3.923 0.323 8.0% 0.103 2.5% 40% False False 27,731
40 4.252 3.901 0.351 8.7% 0.103 2.5% 43% False False 22,832
60 4.267 3.877 0.390 9.6% 0.097 2.4% 45% False False 19,336
80 4.985 3.877 1.108 27.3% 0.097 2.4% 16% False False 16,461
100 4.985 3.877 1.108 27.3% 0.096 2.4% 16% False False 14,243
120 4.988 3.877 1.111 27.4% 0.096 2.4% 16% False False 12,656
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.478
2.618 4.316
1.618 4.217
1.000 4.156
0.618 4.118
HIGH 4.057
0.618 4.019
0.500 4.008
0.382 3.996
LOW 3.958
0.618 3.897
1.000 3.859
1.618 3.798
2.618 3.699
4.250 3.537
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 4.037 4.048
PP 4.022 4.045
S1 4.008 4.041

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

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