NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 4.509 4.266 -0.243 -5.4% 4.007
High 4.544 4.311 -0.233 -5.1% 4.494
Low 4.246 4.121 -0.125 -2.9% 3.989
Close 4.255 4.247 -0.008 -0.2% 4.412
Range 0.298 0.190 -0.108 -36.2% 0.505
ATR 0.153 0.156 0.003 1.7% 0.000
Volume 176,117 173,542 -2,575 -1.5% 994,005
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.796 4.712 4.352
R3 4.606 4.522 4.299
R2 4.416 4.416 4.282
R1 4.332 4.332 4.264 4.279
PP 4.226 4.226 4.226 4.200
S1 4.142 4.142 4.230 4.089
S2 4.036 4.036 4.212
S3 3.846 3.952 4.195
S4 3.656 3.762 4.143
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 4.119 0.425 10.0% 0.244 5.7% 30% False False 200,034
10 4.544 3.696 0.848 20.0% 0.183 4.3% 65% False False 175,233
20 4.544 3.620 0.924 21.8% 0.138 3.2% 68% False False 119,850
40 4.544 3.620 0.924 21.8% 0.121 2.8% 68% False False 76,807
60 4.544 3.620 0.924 21.8% 0.114 2.7% 68% False False 57,927
80 4.544 3.620 0.924 21.8% 0.109 2.6% 68% False False 47,016
100 4.672 3.620 1.052 24.8% 0.104 2.5% 60% False False 39,477
120 4.985 3.620 1.365 32.1% 0.103 2.4% 46% False False 33,811
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 0.038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.119
2.618 4.808
1.618 4.618
1.000 4.501
0.618 4.428
HIGH 4.311
0.618 4.238
0.500 4.216
0.382 4.194
LOW 4.121
0.618 4.004
1.000 3.931
1.618 3.814
2.618 3.624
4.250 3.314
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 4.237 4.333
PP 4.226 4.304
S1 4.216 4.276

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

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