NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 4.429 4.509 0.080 1.8% 4.007
High 4.494 4.544 0.050 1.1% 4.494
Low 4.282 4.246 -0.036 -0.8% 3.989
Close 4.412 4.255 -0.157 -3.6% 4.412
Range 0.212 0.298 0.086 40.6% 0.505
ATR 0.142 0.153 0.011 7.9% 0.000
Volume 219,407 176,117 -43,290 -19.7% 994,005
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.242 5.047 4.419
R3 4.944 4.749 4.337
R2 4.646 4.646 4.310
R1 4.451 4.451 4.282 4.400
PP 4.348 4.348 4.348 4.323
S1 4.153 4.153 4.228 4.102
S2 4.050 4.050 4.200
S3 3.752 3.855 4.173
S4 3.454 3.557 4.091
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.813 5.618 4.690
R3 5.308 5.113 4.551
R2 4.803 4.803 4.505
R1 4.608 4.608 4.458 4.706
PP 4.298 4.298 4.298 4.347
S1 4.103 4.103 4.366 4.201
S2 3.793 3.793 4.319
S3 3.288 3.598 4.273
S4 2.783 3.093 4.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.544 4.029 0.515 12.1% 0.236 5.6% 44% True False 202,972
10 4.544 3.620 0.924 21.7% 0.178 4.2% 69% True False 170,267
20 4.544 3.620 0.924 21.7% 0.135 3.2% 69% True False 114,097
40 4.544 3.620 0.924 21.7% 0.119 2.8% 69% True False 73,128
60 4.544 3.620 0.924 21.7% 0.113 2.6% 69% True False 55,233
80 4.544 3.620 0.924 21.7% 0.108 2.5% 69% True False 44,952
100 4.705 3.620 1.085 25.5% 0.103 2.4% 59% False False 37,829
120 4.985 3.620 1.365 32.1% 0.102 2.4% 47% False False 32,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.811
2.618 5.324
1.618 5.026
1.000 4.842
0.618 4.728
HIGH 4.544
0.618 4.430
0.500 4.395
0.382 4.360
LOW 4.246
0.618 4.062
1.000 3.948
1.618 3.764
2.618 3.466
4.250 2.980
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 4.395 4.332
PP 4.348 4.306
S1 4.302 4.281

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

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