NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 4.302 4.500 0.198 4.6% 4.078
High 4.533 4.581 0.048 1.1% 4.581
Low 4.202 4.373 0.171 4.1% 4.072
Close 4.486 4.507 0.021 0.5% 4.507
Range 0.331 0.208 -0.123 -37.2% 0.509
ATR 0.132 0.137 0.005 4.1% 0.000
Volume 100,472 129,646 29,174 29.0% 478,251
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.111 5.017 4.621
R3 4.903 4.809 4.564
R2 4.695 4.695 4.545
R1 4.601 4.601 4.526 4.648
PP 4.487 4.487 4.487 4.511
S1 4.393 4.393 4.488 4.440
S2 4.279 4.279 4.469
S3 4.071 4.185 4.450
S4 3.863 3.977 4.393
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.914 5.719 4.787
R3 5.405 5.210 4.647
R2 4.896 4.896 4.600
R1 4.701 4.701 4.554 4.799
PP 4.387 4.387 4.387 4.435
S1 4.192 4.192 4.460 4.290
S2 3.878 3.878 4.414
S3 3.369 3.683 4.367
S4 2.860 3.174 4.227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.581 4.072 0.509 11.3% 0.187 4.2% 85% True False 95,650
10 4.581 3.707 0.874 19.4% 0.153 3.4% 92% True False 66,192
20 4.581 3.707 0.874 19.4% 0.121 2.7% 92% True False 50,272
40 4.581 3.707 0.874 19.4% 0.110 2.4% 92% True False 40,898
60 4.581 3.707 0.874 19.4% 0.105 2.3% 92% True False 34,676
80 4.581 3.707 0.874 19.4% 0.100 2.2% 92% True False 30,976
100 4.836 3.707 1.129 25.0% 0.097 2.2% 71% False False 27,387
120 5.027 3.707 1.320 29.3% 0.097 2.2% 61% False False 24,726
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.465
2.618 5.126
1.618 4.918
1.000 4.789
0.618 4.710
HIGH 4.581
0.618 4.502
0.500 4.477
0.382 4.452
LOW 4.373
0.618 4.244
1.000 4.165
1.618 4.036
2.618 3.828
4.250 3.489
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 4.497 4.469
PP 4.487 4.430
S1 4.477 4.392

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

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