NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 4.600 4.357 -0.243 -5.3% 4.078
High 4.633 4.404 -0.229 -4.9% 4.581
Low 4.341 4.221 -0.120 -2.8% 4.072
Close 4.351 4.344 -0.007 -0.2% 4.507
Range 0.292 0.183 -0.109 -37.3% 0.509
ATR 0.148 0.151 0.002 1.7% 0.000
Volume 77,212 86,779 9,567 12.4% 478,251
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.872 4.791 4.445
R3 4.689 4.608 4.394
R2 4.506 4.506 4.378
R1 4.425 4.425 4.361 4.374
PP 4.323 4.323 4.323 4.298
S1 4.242 4.242 4.327 4.191
S2 4.140 4.140 4.310
S3 3.957 4.059 4.294
S4 3.774 3.876 4.243
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 4.633 4.202 0.431 9.9% 0.239 5.5% 33% False False 98,230
10 4.633 3.781 0.852 19.6% 0.177 4.1% 66% False False 76,653
20 4.633 3.707 0.926 21.3% 0.133 3.1% 69% False False 53,721
40 4.633 3.707 0.926 21.3% 0.116 2.7% 69% False False 43,720
60 4.633 3.707 0.926 21.3% 0.109 2.5% 69% False False 36,671
80 4.633 3.707 0.926 21.3% 0.105 2.4% 69% False False 32,420
100 4.727 3.707 1.020 23.5% 0.100 2.3% 62% False False 28,808
120 5.027 3.707 1.320 30.4% 0.099 2.3% 48% False False 25,903
Crabel Price Patterns
NR True
NR4 True
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.182
2.618 4.883
1.618 4.700
1.000 4.587
0.618 4.517
HIGH 4.404
0.618 4.334
0.500 4.313
0.382 4.291
LOW 4.221
0.618 4.108
1.000 4.038
1.618 3.925
2.618 3.742
4.250 3.443
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 4.334 4.427
PP 4.323 4.399
S1 4.313 4.372

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

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