NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 3.978 4.148 0.170 4.3% 4.509
High 4.074 4.347 0.273 6.7% 4.544
Low 3.931 4.113 0.182 4.6% 3.931
Close 4.020 4.341 0.321 8.0% 4.020
Range 0.143 0.234 0.091 63.6% 0.613
ATR 0.156 0.168 0.012 7.8% 0.000
Volume 153,085 164,394 11,309 7.4% 813,030
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.969 4.889 4.470
R3 4.735 4.655 4.405
R2 4.501 4.501 4.384
R1 4.421 4.421 4.362 4.461
PP 4.267 4.267 4.267 4.287
S1 4.187 4.187 4.320 4.227
S2 4.033 4.033 4.298
S3 3.799 3.953 4.277
S4 3.565 3.719 4.212
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 4.347 3.931 0.416 9.6% 0.173 4.0% 99% True False 160,261
10 4.544 3.931 0.613 14.1% 0.205 4.7% 67% False False 181,617
20 4.544 3.620 0.924 21.3% 0.154 3.5% 78% False False 140,708
40 4.544 3.620 0.924 21.3% 0.129 3.0% 78% False False 89,893
60 4.544 3.620 0.924 21.3% 0.119 2.7% 78% False False 67,327
80 4.544 3.620 0.924 21.3% 0.113 2.6% 78% False False 54,247
100 4.555 3.620 0.935 21.5% 0.107 2.5% 77% False False 45,467
120 4.985 3.620 1.365 31.4% 0.105 2.4% 53% False False 38,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.342
2.618 4.960
1.618 4.726
1.000 4.581
0.618 4.492
HIGH 4.347
0.618 4.258
0.500 4.230
0.382 4.202
LOW 4.113
0.618 3.968
1.000 3.879
1.618 3.734
2.618 3.500
4.250 3.119
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 4.304 4.274
PP 4.267 4.206
S1 4.230 4.139

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

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