NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 4.620 4.199 -0.421 -9.1% 4.249
High 4.689 4.314 -0.375 -8.0% 4.689
Low 4.390 4.155 -0.235 -5.4% 4.223
Close 4.417 4.304 -0.113 -2.6% 4.417
Range 0.299 0.159 -0.140 -46.8% 0.466
ATR 0.188 0.194 0.005 2.8% 0.000
Volume 130,257 175,046 44,789 34.4% 688,540
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.735 4.678 4.391
R3 4.576 4.519 4.348
R2 4.417 4.417 4.333
R1 4.360 4.360 4.319 4.389
PP 4.258 4.258 4.258 4.272
S1 4.201 4.201 4.289 4.230
S2 4.099 4.099 4.275
S3 3.940 4.042 4.260
S4 3.781 3.883 4.217
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.841 5.595 4.673
R3 5.375 5.129 4.545
R2 4.909 4.909 4.502
R1 4.663 4.663 4.460 4.786
PP 4.443 4.443 4.443 4.505
S1 4.197 4.197 4.374 4.320
S2 3.977 3.977 4.332
S3 3.511 3.731 4.289
S4 3.045 3.265 4.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.689 4.155 0.534 12.4% 0.240 5.6% 28% False True 153,811
10 4.689 4.044 0.645 15.0% 0.202 4.7% 40% False False 120,305
20 4.689 3.710 0.979 22.7% 0.187 4.3% 61% False False 95,708
40 4.689 3.707 0.982 22.8% 0.141 3.3% 61% False False 66,085
60 4.689 3.707 0.982 22.8% 0.127 2.9% 61% False False 52,261
80 4.689 3.707 0.982 22.8% 0.118 2.7% 61% False False 44,534
100 4.689 3.707 0.982 22.8% 0.111 2.6% 61% False False 38,853
120 5.027 3.707 1.320 30.7% 0.108 2.5% 45% False False 34,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.048
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.730
1.618 4.571
1.000 4.473
0.618 4.412
HIGH 4.314
0.618 4.253
0.500 4.235
0.382 4.216
LOW 4.155
0.618 4.057
1.000 3.996
1.618 3.898
2.618 3.739
4.250 3.479
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 4.281 4.422
PP 4.258 4.383
S1 4.235 4.343

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

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