NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 3.817 3.733 -0.084 -2.2% 3.916
High 3.842 3.806 -0.036 -0.9% 4.034
Low 3.757 3.727 -0.030 -0.8% 3.809
Close 3.765 3.800 0.035 0.9% 3.863
Range 0.085 0.079 -0.006 -7.1% 0.225
ATR 0.104 0.102 -0.002 -1.7% 0.000
Volume 48,716 52,619 3,903 8.0% 274,272
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.015 3.986 3.843
R3 3.936 3.907 3.822
R2 3.857 3.857 3.814
R1 3.828 3.828 3.807 3.843
PP 3.778 3.778 3.778 3.785
S1 3.749 3.749 3.793 3.764
S2 3.699 3.699 3.786
S3 3.620 3.670 3.778
S4 3.541 3.591 3.757
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.577 4.445 3.987
R3 4.352 4.220 3.925
R2 4.127 4.127 3.904
R1 3.995 3.995 3.884 3.949
PP 3.902 3.902 3.902 3.879
S1 3.770 3.770 3.842 3.724
S2 3.677 3.677 3.822
S3 3.452 3.545 3.801
S4 3.227 3.320 3.739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.937 3.727 0.210 5.5% 0.086 2.3% 35% False True 52,646
10 4.037 3.727 0.310 8.2% 0.095 2.5% 24% False True 52,684
20 4.246 3.727 0.519 13.7% 0.104 2.7% 14% False True 40,423
40 4.252 3.727 0.525 13.8% 0.102 2.7% 14% False True 31,626
60 4.252 3.727 0.525 13.8% 0.099 2.6% 14% False True 26,120
80 4.555 3.727 0.828 21.8% 0.095 2.5% 9% False True 22,200
100 4.985 3.727 1.258 33.1% 0.095 2.5% 6% False True 18,990
120 4.985 3.727 1.258 33.1% 0.096 2.5% 6% False True 16,738
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.142
2.618 4.013
1.618 3.934
1.000 3.885
0.618 3.855
HIGH 3.806
0.618 3.776
0.500 3.767
0.382 3.757
LOW 3.727
0.618 3.678
1.000 3.648
1.618 3.599
2.618 3.520
4.250 3.391
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 3.789 3.814
PP 3.778 3.809
S1 3.767 3.805

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

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