NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 4.199 4.289 0.090 2.1% 4.249
High 4.314 4.444 0.130 3.0% 4.689
Low 4.155 4.227 0.072 1.7% 4.223
Close 4.304 4.403 0.099 2.3% 4.417
Range 0.159 0.217 0.058 36.5% 0.466
ATR 0.194 0.195 0.002 0.9% 0.000
Volume 175,046 124,330 -50,716 -29.0% 688,540
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.009 4.923 4.522
R3 4.792 4.706 4.463
R2 4.575 4.575 4.443
R1 4.489 4.489 4.423 4.532
PP 4.358 4.358 4.358 4.380
S1 4.272 4.272 4.383 4.315
S2 4.141 4.141 4.363
S3 3.924 4.055 4.343
S4 3.707 3.838 4.284
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 12.1% 0.246 5.6% 46% False False 153,363
10 4.689 4.044 0.645 14.6% 0.206 4.7% 56% False False 124,060
20 4.689 3.781 0.908 20.6% 0.191 4.3% 69% False False 100,356
40 4.689 3.707 0.982 22.3% 0.144 3.3% 71% False False 68,340
60 4.689 3.707 0.982 22.3% 0.127 2.9% 71% False False 54,041
80 4.689 3.707 0.982 22.3% 0.119 2.7% 71% False False 45,921
100 4.689 3.707 0.982 22.3% 0.111 2.5% 71% False False 39,972
120 5.027 3.707 1.320 30.0% 0.109 2.5% 53% False False 35,330
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 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.366
2.618 5.012
1.618 4.795
1.000 4.661
0.618 4.578
HIGH 4.444
0.618 4.361
0.500 4.336
0.382 4.310
LOW 4.227
0.618 4.093
1.000 4.010
1.618 3.876
2.618 3.659
4.250 3.305
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 4.381 4.422
PP 4.358 4.416
S1 4.336 4.409

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

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