NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 4.260 4.080 -0.180 -4.2% 4.600
High 4.272 4.181 -0.091 -2.1% 4.633
Low 4.073 4.044 -0.029 -0.7% 4.044
Close 4.089 4.129 0.040 1.0% 4.129
Range 0.199 0.137 -0.062 -31.2% 0.589
ATR 0.152 0.151 -0.001 -0.7% 0.000
Volume 85,428 77,830 -7,598 -8.9% 416,679
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.529 4.466 4.204
R3 4.392 4.329 4.167
R2 4.255 4.255 4.154
R1 4.192 4.192 4.142 4.224
PP 4.118 4.118 4.118 4.134
S1 4.055 4.055 4.116 4.087
S2 3.981 3.981 4.104
S3 3.844 3.918 4.091
S4 3.707 3.781 4.054
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 6.036 5.671 4.453
R3 5.447 5.082 4.291
R2 4.858 4.858 4.237
R1 4.493 4.493 4.183 4.381
PP 4.269 4.269 4.269 4.213
S1 3.904 3.904 4.075 3.792
S2 3.680 3.680 4.021
S3 3.091 3.315 3.967
S4 2.502 2.726 3.805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.633 4.044 0.589 14.3% 0.177 4.3% 14% False True 83,335
10 4.633 4.044 0.589 14.3% 0.182 4.4% 14% False True 89,493
20 4.633 3.707 0.926 22.4% 0.140 3.4% 46% False False 61,286
40 4.633 3.707 0.926 22.4% 0.120 2.9% 46% False False 48,091
60 4.633 3.707 0.926 22.4% 0.111 2.7% 46% False False 40,020
80 4.633 3.707 0.926 22.4% 0.107 2.6% 46% False False 34,869
100 4.721 3.707 1.014 24.6% 0.102 2.5% 42% False False 30,994
120 5.027 3.707 1.320 32.0% 0.100 2.4% 32% False False 27,770
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.763
2.618 4.540
1.618 4.403
1.000 4.318
0.618 4.266
HIGH 4.181
0.618 4.129
0.500 4.113
0.382 4.096
LOW 4.044
0.618 3.959
1.000 3.907
1.618 3.822
2.618 3.685
4.250 3.462
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 4.124 4.182
PP 4.118 4.164
S1 4.113 4.147

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

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