NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 4.218 4.155 -0.063 -1.5% 4.007
High 4.227 4.175 -0.052 -1.2% 4.494
Low 4.143 3.962 -0.181 -4.4% 3.989
Close 4.185 3.977 -0.208 -5.0% 4.412
Range 0.084 0.213 0.129 153.6% 0.505
ATR 0.152 0.157 0.005 3.3% 0.000
Volume 140,519 169,767 29,248 20.8% 994,005
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.677 4.540 4.094
R3 4.464 4.327 4.036
R2 4.251 4.251 4.016
R1 4.114 4.114 3.997 4.076
PP 4.038 4.038 4.038 4.019
S1 3.901 3.901 3.957 3.863
S2 3.825 3.825 3.938
S3 3.612 3.688 3.918
S4 3.399 3.475 3.860
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 3.962 0.582 14.6% 0.199 5.0% 3% False True 175,870
10 4.544 3.835 0.709 17.8% 0.186 4.7% 20% False False 180,746
20 4.544 3.620 0.924 23.2% 0.144 3.6% 39% False False 129,826
40 4.544 3.620 0.924 23.2% 0.123 3.1% 39% False False 83,350
60 4.544 3.620 0.924 23.2% 0.116 2.9% 39% False False 62,625
80 4.544 3.620 0.924 23.2% 0.111 2.8% 39% False False 50,520
100 4.672 3.620 1.052 26.5% 0.105 2.6% 34% False False 42,411
120 4.985 3.620 1.365 34.3% 0.104 2.6% 26% False False 36,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.080
2.618 4.733
1.618 4.520
1.000 4.388
0.618 4.307
HIGH 4.175
0.618 4.094
0.500 4.069
0.382 4.043
LOW 3.962
0.618 3.830
1.000 3.749
1.618 3.617
2.618 3.404
4.250 3.057
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 4.069 4.137
PP 4.038 4.083
S1 4.008 4.030

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

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