NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 3.863 3.787 -0.076 -2.0% 4.199
High 3.866 3.808 -0.058 -1.5% 4.529
Low 3.757 3.638 -0.119 -3.2% 4.079
Close 3.805 3.649 -0.156 -4.1% 4.084
Range 0.109 0.170 0.061 56.0% 0.450
ATR 0.191 0.190 -0.002 -0.8% 0.000
Volume 131,446 143,648 12,202 9.3% 525,582
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.208 4.099 3.743
R3 4.038 3.929 3.696
R2 3.868 3.868 3.680
R1 3.759 3.759 3.665 3.729
PP 3.698 3.698 3.698 3.683
S1 3.589 3.589 3.633 3.559
S2 3.528 3.528 3.618
S3 3.358 3.419 3.602
S4 3.188 3.249 3.556
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 4.367 3.638 0.729 20.0% 0.170 4.7% 2% False True 139,124
10 4.689 3.638 1.051 28.8% 0.197 5.4% 1% False True 143,626
20 4.689 3.638 1.051 28.8% 0.206 5.6% 1% False True 123,097
40 4.689 3.638 1.051 28.8% 0.154 4.2% 1% False True 83,742
60 4.689 3.638 1.051 28.8% 0.136 3.7% 1% False True 65,270
80 4.689 3.638 1.051 28.8% 0.126 3.5% 1% False True 54,675
100 4.689 3.638 1.051 28.8% 0.118 3.2% 1% False True 47,324
120 4.915 3.638 1.277 35.0% 0.112 3.1% 1% False True 41,557
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 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.531
2.618 4.253
1.618 4.083
1.000 3.978
0.618 3.913
HIGH 3.808
0.618 3.743
0.500 3.723
0.382 3.703
LOW 3.638
0.618 3.533
1.000 3.468
1.618 3.363
2.618 3.193
4.250 2.916
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 3.723 3.832
PP 3.698 3.771
S1 3.674 3.710

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

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