NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	4.249	4.404	0.155	3.6%	4.600
High	4.450	4.455	0.005	0.1%	4.633
Low	4.223	4.270	0.047	1.1%	4.044
Close	4.444	4.365	-0.079	-1.8%	4.129
Range	0.227	0.185	-0.042	-18.5%	0.589
ATR	0.163	0.164	0.002	1.0%	0.000
Volume	94,528	126,571	32,043	33.9%	416,679

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.918	4.827	4.467
R3	4.733	4.642	4.416
R2	4.548	4.548	4.399
R1	4.457	4.457	4.382	4.410
PP	4.363	4.363	4.363	4.340
S1	4.272	4.272	4.348	4.225
S2	4.178	4.178	4.331
S3	3.993	4.087	4.314
S4	3.808	3.902	4.263

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	4.455	4.044	0.411	9.4%	0.165	3.8%	78%	True	False	94,757
10	4.633	4.044	0.589	13.5%	0.202	4.6%	54%	False	False	96,493
20	4.633	3.707	0.926	21.2%	0.153	3.5%	71%	False	False	69,854
40	4.633	3.707	0.926	21.2%	0.126	2.9%	71%	False	False	52,440
60	4.633	3.707	0.926	21.2%	0.116	2.6%	71%	False	False	43,070
80	4.633	3.707	0.926	21.2%	0.109	2.5%	71%	False	False	37,307
100	4.633	3.707	0.926	21.2%	0.104	2.4%	71%	False	False	32,938
120	5.027	3.707	1.320	30.2%	0.102	2.3%	50%	False	False	29,356

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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.241
2.618	4.939
1.618	4.754
1.000	4.640
0.618	4.569
HIGH	4.455
0.618	4.384
0.500	4.363
0.382	4.341
LOW	4.270
0.618	4.156
1.000	4.085
1.618	3.971
2.618	3.786
4.250	3.484

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	4.364	4.327
PP	4.363	4.288
S1	4.363	4.250

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols