NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 4.460 4.047 -0.413 -9.3% 4.148
High 4.532 4.158 -0.374 -8.3% 4.532
Low 4.233 4.006 -0.227 -5.4% 4.113
Close 4.266 4.151 -0.115 -2.7% 4.266
Range 0.299 0.152 -0.147 -49.2% 0.419
ATR 0.194 0.198 0.005 2.5% 0.000
Volume 98,332 77,915 -20,417 -20.8% 884,293
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.561 4.508 4.235
R3 4.409 4.356 4.193
R2 4.257 4.257 4.179
R1 4.204 4.204 4.165 4.231
PP 4.105 4.105 4.105 4.118
S1 4.052 4.052 4.137 4.079
S2 3.953 3.953 4.123
S3 3.801 3.900 4.109
S4 3.649 3.748 4.067
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.561 5.332 4.496
R3 5.142 4.913 4.381
R2 4.723 4.723 4.343
R1 4.494 4.494 4.304 4.609
PP 4.304 4.304 4.304 4.361
S1 4.075 4.075 4.228 4.190
S2 3.885 3.885 4.189
S3 3.466 3.656 4.151
S4 3.047 3.237 4.036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.532 4.006 0.526 12.7% 0.241 5.8% 28% False True 159,562
10 4.532 3.931 0.601 14.5% 0.207 5.0% 37% False False 159,912
20 4.544 3.620 0.924 22.3% 0.192 4.6% 57% False False 165,089
40 4.544 3.620 0.924 22.3% 0.146 3.5% 57% False False 106,789
60 4.544 3.620 0.924 22.3% 0.132 3.2% 57% False False 79,315
80 4.544 3.620 0.924 22.3% 0.122 2.9% 57% False False 63,446
100 4.544 3.620 0.924 22.3% 0.115 2.8% 57% False False 53,075
120 4.985 3.620 1.365 32.9% 0.112 2.7% 39% False False 45,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.047
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.804
2.618 4.556
1.618 4.404
1.000 4.310
0.618 4.252
HIGH 4.158
0.618 4.100
0.500 4.082
0.382 4.064
LOW 4.006
0.618 3.912
1.000 3.854
1.618 3.760
2.618 3.608
4.250 3.360
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 4.128 4.269
PP 4.105 4.230
S1 4.082 4.190

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

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