NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 4.080 4.249 0.169 4.1% 4.600
High 4.181 4.450 0.269 6.4% 4.633
Low 4.044 4.223 0.179 4.4% 4.044
Close 4.129 4.444 0.315 7.6% 4.129
Range 0.137 0.227 0.090 65.7% 0.589
ATR 0.151 0.163 0.012 8.1% 0.000
Volume 77,830 94,528 16,698 21.5% 416,679
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.053 4.976 4.569
R3 4.826 4.749 4.506
R2 4.599 4.599 4.486
R1 4.522 4.522 4.465 4.561
PP 4.372 4.372 4.372 4.392
S1 4.295 4.295 4.423 4.334
S2 4.145 4.145 4.402
S3 3.918 4.068 4.382
S4 3.691 3.841 4.319
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 4.450 4.044 0.406 9.1% 0.164 3.7% 99% True False 86,799
10 4.633 4.044 0.589 13.3% 0.197 4.4% 68% False False 91,466
20 4.633 3.707 0.926 20.8% 0.148 3.3% 80% False False 64,761
40 4.633 3.707 0.926 20.8% 0.124 2.8% 80% False False 49,802
60 4.633 3.707 0.926 20.8% 0.114 2.6% 80% False False 41,178
80 4.633 3.707 0.926 20.8% 0.109 2.4% 80% False False 35,850
100 4.633 3.707 0.926 20.8% 0.102 2.3% 80% False False 31,855
120 5.027 3.707 1.320 29.7% 0.101 2.3% 56% False False 28,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.415
2.618 5.044
1.618 4.817
1.000 4.677
0.618 4.590
HIGH 4.450
0.618 4.363
0.500 4.337
0.382 4.310
LOW 4.223
0.618 4.083
1.000 3.996
1.618 3.856
2.618 3.629
4.250 3.258
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 4.408 4.378
PP 4.372 4.313
S1 4.337 4.247

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

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