NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 3.620 3.650 0.030 0.8% 3.975
High 3.709 3.743 0.034 0.9% 4.041
Low 3.608 3.606 -0.002 -0.1% 3.638
Close 3.652 3.706 0.054 1.5% 3.802
Range 0.101 0.137 0.036 35.6% 0.403
ATR 0.185 0.182 -0.003 -1.9% 0.000
Volume 146,871 141,138 -5,733 -3.9% 763,659
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.096 4.038 3.781
R3 3.959 3.901 3.744
R2 3.822 3.822 3.731
R1 3.764 3.764 3.719 3.793
PP 3.685 3.685 3.685 3.700
S1 3.627 3.627 3.693 3.656
S2 3.548 3.548 3.681
S3 3.411 3.490 3.668
S4 3.274 3.353 3.631
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 5.036 4.822 4.024
R3 4.633 4.419 3.913
R2 4.230 4.230 3.876
R1 4.016 4.016 3.839 3.922
PP 3.827 3.827 3.827 3.780
S1 3.613 3.613 3.765 3.519
S2 3.424 3.424 3.728
S3 3.021 3.210 3.691
S4 2.618 2.807 3.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.824 3.585 0.239 6.4% 0.154 4.1% 51% False False 150,671
10 4.529 3.585 0.944 25.5% 0.165 4.4% 13% False False 143,695
20 4.689 3.585 1.104 29.8% 0.185 5.0% 11% False False 133,877
40 4.689 3.585 1.104 29.8% 0.159 4.3% 11% False False 93,799
60 4.689 3.585 1.104 29.8% 0.139 3.7% 11% False False 73,772
80 4.689 3.585 1.104 29.8% 0.128 3.5% 11% False False 60,973
100 4.689 3.585 1.104 29.8% 0.121 3.3% 11% False False 52,712
120 4.727 3.585 1.142 30.8% 0.114 3.1% 11% False False 46,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.325
2.618 4.102
1.618 3.965
1.000 3.880
0.618 3.828
HIGH 3.743
0.618 3.691
0.500 3.675
0.382 3.658
LOW 3.606
0.618 3.521
1.000 3.469
1.618 3.384
2.618 3.247
4.250 3.024
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 3.696 3.699
PP 3.685 3.692
S1 3.675 3.685

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

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