NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 4.357 4.308 -0.049 -1.1% 4.078
High 4.404 4.319 -0.085 -1.9% 4.581
Low 4.221 4.243 0.022 0.5% 4.072
Close 4.344 4.284 -0.060 -1.4% 4.507
Range 0.183 0.076 -0.107 -58.5% 0.509
ATR 0.151 0.147 -0.004 -2.4% 0.000
Volume 86,779 89,430 2,651 3.1% 478,251
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.510 4.473 4.326
R3 4.434 4.397 4.305
R2 4.358 4.358 4.298
R1 4.321 4.321 4.291 4.302
PP 4.282 4.282 4.282 4.272
S1 4.245 4.245 4.277 4.226
S2 4.206 4.206 4.270
S3 4.130 4.169 4.263
S4 4.054 4.093 4.242
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 10.1% 0.218 5.1% 19% False False 96,707
10 4.633 3.849 0.784 18.3% 0.170 4.0% 55% False False 81,056
20 4.633 3.707 0.926 21.6% 0.132 3.1% 62% False False 56,325
40 4.633 3.707 0.926 21.6% 0.116 2.7% 62% False False 45,279
60 4.633 3.707 0.926 21.6% 0.109 2.5% 62% False False 37,892
80 4.633 3.707 0.926 21.6% 0.105 2.4% 62% False False 33,243
100 4.727 3.707 1.020 23.8% 0.100 2.3% 57% False False 29,576
120 5.027 3.707 1.320 30.8% 0.099 2.3% 44% False False 26,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.642
2.618 4.518
1.618 4.442
1.000 4.395
0.618 4.366
HIGH 4.319
0.618 4.290
0.500 4.281
0.382 4.272
LOW 4.243
0.618 4.196
1.000 4.167
1.618 4.120
2.618 4.044
4.250 3.920
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 4.283 4.427
PP 4.282 4.379
S1 4.281 4.332

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

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