NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 3.907 3.897 -0.010 -0.3% 4.087
High 3.937 3.921 -0.016 -0.4% 4.087
Low 3.848 3.835 -0.013 -0.3% 3.908
Close 3.885 3.885 0.000 0.0% 3.949
Range 0.089 0.086 -0.003 -3.4% 0.179
ATR 0.107 0.105 -0.001 -1.4% 0.000
Volume 54,497 56,288 1,791 3.3% 201,616
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.138 4.098 3.932
R3 4.052 4.012 3.909
R2 3.966 3.966 3.901
R1 3.926 3.926 3.893 3.903
PP 3.880 3.880 3.880 3.869
S1 3.840 3.840 3.877 3.817
S2 3.794 3.794 3.869
S3 3.708 3.754 3.861
S4 3.622 3.668 3.838
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.518 4.413 4.047
R3 4.339 4.234 3.998
R2 4.160 4.160 3.982
R1 4.055 4.055 3.965 4.018
PP 3.981 3.981 3.981 3.963
S1 3.876 3.876 3.933 3.839
S2 3.802 3.802 3.916
S3 3.623 3.697 3.900
S4 3.444 3.518 3.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.034 3.835 0.199 5.1% 0.094 2.4% 25% False True 52,509
10 4.124 3.835 0.289 7.4% 0.100 2.6% 17% False True 46,210
20 4.246 3.835 0.411 10.6% 0.103 2.7% 12% False True 36,874
40 4.252 3.835 0.417 10.7% 0.102 2.6% 12% False True 29,024
60 4.252 3.835 0.417 10.7% 0.100 2.6% 12% False True 24,085
80 4.672 3.835 0.837 21.5% 0.096 2.5% 6% False True 20,557
100 4.985 3.835 1.150 29.6% 0.096 2.5% 4% False True 17,625
120 4.988 3.835 1.153 29.7% 0.096 2.5% 4% False True 15,578
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.287
2.618 4.146
1.618 4.060
1.000 4.007
0.618 3.974
HIGH 3.921
0.618 3.888
0.500 3.878
0.382 3.868
LOW 3.835
0.618 3.782
1.000 3.749
1.618 3.696
2.618 3.610
4.250 3.470
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 3.883 3.935
PP 3.880 3.918
S1 3.878 3.902

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

View Archives - Comment on this page... - Back to Index of Symbols