NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 4.155 3.978 -0.177 -4.3% 4.509
High 4.175 4.074 -0.101 -2.4% 4.544
Low 3.962 3.931 -0.031 -0.8% 3.931
Close 3.977 4.020 0.043 1.1% 4.020
Range 0.213 0.143 -0.070 -32.9% 0.613
ATR 0.157 0.156 -0.001 -0.6% 0.000
Volume 169,767 153,085 -16,682 -9.8% 813,030
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.437 4.372 4.099
R3 4.294 4.229 4.059
R2 4.151 4.151 4.046
R1 4.086 4.086 4.033 4.119
PP 4.008 4.008 4.008 4.025
S1 3.943 3.943 4.007 3.976
S2 3.865 3.865 3.994
S3 3.722 3.800 3.981
S4 3.579 3.657 3.941
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 6.004 5.625 4.357
R3 5.391 5.012 4.189
R2 4.778 4.778 4.132
R1 4.399 4.399 4.076 4.282
PP 4.165 4.165 4.165 4.107
S1 3.786 3.786 3.964 3.669
S2 3.552 3.552 3.908
S3 2.939 3.173 3.851
S4 2.326 2.560 3.683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.544 3.931 0.613 15.2% 0.186 4.6% 15% False True 162,606
10 4.544 3.931 0.613 15.2% 0.189 4.7% 15% False True 180,703
20 4.544 3.620 0.924 23.0% 0.146 3.6% 43% False False 134,924
40 4.544 3.620 0.924 23.0% 0.125 3.1% 43% False False 86,402
60 4.544 3.620 0.924 23.0% 0.116 2.9% 43% False False 64,949
80 4.544 3.620 0.924 23.0% 0.111 2.8% 43% False False 52,299
100 4.660 3.620 1.040 25.9% 0.106 2.6% 38% False False 43,875
120 4.985 3.620 1.365 34.0% 0.104 2.6% 29% False False 37,568
Crabel Price Patterns
NR True
NR4 False
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.682
2.618 4.448
1.618 4.305
1.000 4.217
0.618 4.162
HIGH 4.074
0.618 4.019
0.500 4.003
0.382 3.986
LOW 3.931
0.618 3.843
1.000 3.788
1.618 3.700
2.618 3.557
4.250 3.323
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 4.014 4.079
PP 4.008 4.059
S1 4.003 4.040

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

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