NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	4.303	4.266	-0.037	-0.9%	4.509
High	4.336	4.508	0.172	4.0%	4.544
Low	4.149	4.194	0.045	1.1%	3.931
Close	4.244	4.371	0.127	3.0%	4.020
Range	0.187	0.314	0.127	67.9%	0.613
ATR	0.170	0.180	0.010	6.1%	0.000
Volume	211,096	190,234	-20,862	-9.9%	813,030

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.300	5.149	4.544
R3	4.986	4.835	4.457
R2	4.672	4.672	4.429
R1	4.521	4.521	4.400	4.597
PP	4.358	4.358	4.358	4.395
S1	4.207	4.207	4.342	4.283
S2	4.044	4.044	4.313
S3	3.730	3.893	4.285
S4	3.416	3.579	4.198

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	4.508	3.931	0.577	13.2%	0.218	5.0%	76%	True	False	177,715
10	4.544	3.931	0.613	14.0%	0.221	5.1%	72%	False	False	185,034
20	4.544	3.620	0.924	21.1%	0.171	3.9%	81%	False	False	155,978
40	4.544	3.620	0.924	21.1%	0.137	3.1%	81%	False	False	98,767
60	4.544	3.620	0.924	21.1%	0.125	2.8%	81%	False	False	73,600
80	4.544	3.620	0.924	21.1%	0.117	2.7%	81%	False	False	58,973
100	4.555	3.620	0.935	21.4%	0.110	2.5%	80%	False	False	49,321
120	4.985	3.620	1.365	31.2%	0.108	2.5%	55%	False	False	42,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.843
2.618	5.330
1.618	5.016
1.000	4.822
0.618	4.702
HIGH	4.508
0.618	4.388
0.500	4.351
0.382	4.314
LOW	4.194
0.618	4.000
1.000	3.880
1.618	3.686
2.618	3.372
4.250	2.860

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	4.364	4.351
PP	4.358	4.331
S1	4.351	4.311

Download as Excel Spreadsheet

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

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