NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 4.266 4.408 0.142 3.3% 4.509
High 4.508 4.503 -0.005 -0.1% 4.544
Low 4.194 4.250 0.056 1.3% 3.931
Close 4.371 4.489 0.118 2.7% 4.020
Range 0.314 0.253 -0.061 -19.4% 0.613
ATR 0.180 0.185 0.005 2.9% 0.000
Volume 190,234 220,237 30,003 15.8% 813,030
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.173 5.084 4.628
R3 4.920 4.831 4.559
R2 4.667 4.667 4.535
R1 4.578 4.578 4.512 4.623
PP 4.414 4.414 4.414 4.436
S1 4.325 4.325 4.466 4.370
S2 4.161 4.161 4.443
S3 3.908 4.072 4.419
S4 3.655 3.819 4.350
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 12.9% 0.226 5.0% 97% False False 187,809
10 4.544 3.931 0.613 13.7% 0.213 4.7% 91% False False 181,839
20 4.544 3.620 0.924 20.6% 0.179 4.0% 94% False False 163,202
40 4.544 3.620 0.924 20.6% 0.140 3.1% 94% False False 103,754
60 4.544 3.620 0.924 20.6% 0.127 2.8% 94% False False 77,026
80 4.544 3.620 0.924 20.6% 0.119 2.7% 94% False False 61,595
100 4.544 3.620 0.924 20.6% 0.112 2.5% 94% False False 51,440
120 4.985 3.620 1.365 30.4% 0.110 2.4% 64% False False 43,934
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.578
2.618 5.165
1.618 4.912
1.000 4.756
0.618 4.659
HIGH 4.503
0.618 4.406
0.500 4.377
0.382 4.347
LOW 4.250
0.618 4.094
1.000 3.997
1.618 3.841
2.618 3.588
4.250 3.175
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 4.452 4.436
PP 4.414 4.382
S1 4.377 4.329

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

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