NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 4.266 4.218 -0.048 -1.1% 4.007
High 4.311 4.227 -0.084 -1.9% 4.494
Low 4.121 4.143 0.022 0.5% 3.989
Close 4.247 4.185 -0.062 -1.5% 4.412
Range 0.190 0.084 -0.106 -55.8% 0.505
ATR 0.156 0.152 -0.004 -2.4% 0.000
Volume 173,542 140,519 -33,023 -19.0% 994,005
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.437 4.395 4.231
R3 4.353 4.311 4.208
R2 4.269 4.269 4.200
R1 4.227 4.227 4.193 4.206
PP 4.185 4.185 4.185 4.175
S1 4.143 4.143 4.177 4.122
S2 4.101 4.101 4.170
S3 4.017 4.059 4.162
S4 3.933 3.975 4.139
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 10.2% 0.224 5.4% 16% False False 192,353
10 4.544 3.768 0.776 18.5% 0.176 4.2% 54% False False 173,897
20 4.544 3.620 0.924 22.1% 0.137 3.3% 61% False False 124,152
40 4.544 3.620 0.924 22.1% 0.121 2.9% 61% False False 79,646
60 4.544 3.620 0.924 22.1% 0.114 2.7% 61% False False 60,027
80 4.544 3.620 0.924 22.1% 0.109 2.6% 61% False False 48,590
100 4.672 3.620 1.052 25.1% 0.104 2.5% 54% False False 40,828
120 4.985 3.620 1.365 32.6% 0.103 2.5% 41% False False 34,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.584
2.618 4.447
1.618 4.363
1.000 4.311
0.618 4.279
HIGH 4.227
0.618 4.195
0.500 4.185
0.382 4.175
LOW 4.143
0.618 4.091
1.000 4.059
1.618 4.007
2.618 3.923
4.250 3.786
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 4.185 4.333
PP 4.185 4.283
S1 4.185 4.234

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

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