NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 4.148 4.303 0.155 3.7% 4.509
High 4.347 4.336 -0.011 -0.3% 4.544
Low 4.113 4.149 0.036 0.9% 3.931
Close 4.341 4.244 -0.097 -2.2% 4.020
Range 0.234 0.187 -0.047 -20.1% 0.613
ATR 0.168 0.170 0.002 1.0% 0.000
Volume 164,394 211,096 46,702 28.4% 813,030
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.804 4.711 4.347
R3 4.617 4.524 4.295
R2 4.430 4.430 4.278
R1 4.337 4.337 4.261 4.290
PP 4.243 4.243 4.243 4.220
S1 4.150 4.150 4.227 4.103
S2 4.056 4.056 4.210
S3 3.869 3.963 4.193
S4 3.682 3.776 4.141
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 9.8% 0.172 4.1% 75% False False 167,772
10 4.544 3.931 0.613 14.4% 0.208 4.9% 51% False False 183,903
20 4.544 3.620 0.924 21.8% 0.159 3.7% 68% False False 148,632
40 4.544 3.620 0.924 21.8% 0.132 3.1% 68% False False 94,527
60 4.544 3.620 0.924 21.8% 0.121 2.8% 68% False False 70,628
80 4.544 3.620 0.924 21.8% 0.114 2.7% 68% False False 56,748
100 4.555 3.620 0.935 22.0% 0.108 2.5% 67% False False 47,486
120 4.985 3.620 1.365 32.2% 0.106 2.5% 46% False False 40,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.131
2.618 4.826
1.618 4.639
1.000 4.523
0.618 4.452
HIGH 4.336
0.618 4.265
0.500 4.243
0.382 4.220
LOW 4.149
0.618 4.033
1.000 3.962
1.618 3.846
2.618 3.659
4.250 3.354
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 4.244 4.209
PP 4.243 4.174
S1 4.243 4.139

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

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