NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 4.308 4.260 -0.048 -1.1% 4.078
High 4.319 4.272 -0.047 -1.1% 4.581
Low 4.243 4.073 -0.170 -4.0% 4.072
Close 4.284 4.089 -0.195 -4.6% 4.507
Range 0.076 0.199 0.123 161.8% 0.509
ATR 0.147 0.152 0.005 3.1% 0.000
Volume 89,430 85,428 -4,002 -4.5% 478,251
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.742 4.614 4.198
R3 4.543 4.415 4.144
R2 4.344 4.344 4.125
R1 4.216 4.216 4.107 4.181
PP 4.145 4.145 4.145 4.127
S1 4.017 4.017 4.071 3.982
S2 3.946 3.946 4.053
S3 3.747 3.818 4.034
S4 3.548 3.619 3.980
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 4.073 0.560 13.7% 0.192 4.7% 3% False True 93,699
10 4.633 3.916 0.717 17.5% 0.180 4.4% 24% False False 84,978
20 4.633 3.707 0.926 22.6% 0.138 3.4% 41% False False 58,957
40 4.633 3.707 0.926 22.6% 0.118 2.9% 41% False False 46,817
60 4.633 3.707 0.926 22.6% 0.111 2.7% 41% False False 39,008
80 4.633 3.707 0.926 22.6% 0.107 2.6% 41% False False 34,078
100 4.727 3.707 1.020 24.9% 0.101 2.5% 37% False False 30,316
120 5.027 3.707 1.320 32.3% 0.100 2.4% 29% False False 27,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.118
2.618 4.793
1.618 4.594
1.000 4.471
0.618 4.395
HIGH 4.272
0.618 4.196
0.500 4.173
0.382 4.149
LOW 4.073
0.618 3.950
1.000 3.874
1.618 3.751
2.618 3.552
4.250 3.227
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 4.173 4.239
PP 4.145 4.189
S1 4.117 4.139

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

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