NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	4.349	3.975	-0.374	-8.6%	4.199
High	4.367	4.041	-0.326	-7.5%	4.529
Low	4.079	3.928	-0.151	-3.7%	4.079
Close	4.084	4.007	-0.077	-1.9%	4.084
Range	0.288	0.113	-0.175	-60.8%	0.450
ATR	0.202	0.199	-0.003	-1.6%	0.000
Volume	94,586	181,558	86,972	92.0%	525,582

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.331	4.282	4.069
R3	4.218	4.169	4.038
R2	4.105	4.105	4.028
R1	4.056	4.056	4.017	4.081
PP	3.992	3.992	3.992	4.004
S1	3.943	3.943	3.997	3.968
S2	3.879	3.879	3.986
S3	3.766	3.830	3.976
S4	3.653	3.717	3.945

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.581	5.282	4.332
R3	5.131	4.832	4.208
R2	4.681	4.681	4.167
R1	4.382	4.382	4.125	4.307
PP	4.231	4.231	4.231	4.193
S1	3.932	3.932	4.043	3.857
S2	3.781	3.781	4.002
S3	3.331	3.482	3.960
S4	2.881	3.032	3.837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.529	3.928	0.601	15.0%	0.195	4.9%	13%	False	True	141,428
10	4.689	3.928	0.761	19.0%	0.224	5.6%	10%	False	True	139,568
20	4.689	3.928	0.761	19.0%	0.203	5.1%	10%	False	True	114,530
40	4.689	3.707	0.982	24.5%	0.150	3.7%	31%	False	False	75,845
60	4.689	3.707	0.982	24.5%	0.134	3.3%	31%	False	False	59,570
80	4.689	3.707	0.982	24.5%	0.124	3.1%	31%	False	False	50,430
100	4.689	3.707	0.982	24.5%	0.115	2.9%	31%	False	False	43,568
120	5.027	3.707	1.320	32.9%	0.112	2.8%	23%	False	False	38,407

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.059
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.521
2.618	4.337
1.618	4.224
1.000	4.154
0.618	4.111
HIGH	4.041
0.618	3.998
0.500	3.985
0.382	3.971
LOW	3.928
0.618	3.858
1.000	3.815
1.618	3.745
2.618	3.632
4.250	3.448

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	4.000	4.229
PP	3.992	4.155
S1	3.985	4.081

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