NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 3.701 3.661 -0.040 -1.1% 3.930
High 3.805 3.677 -0.128 -3.4% 3.936
Low 3.636 3.444 -0.192 -5.3% 3.444
Close 3.642 3.464 -0.178 -4.9% 3.464
Range 0.169 0.233 0.064 37.9% 0.492
ATR 0.179 0.183 0.004 2.2% 0.000
Volume 132,937 120,014 -12,923 -9.7% 585,052
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.227 4.079 3.592
R3 3.994 3.846 3.528
R2 3.761 3.761 3.507
R1 3.613 3.613 3.485 3.571
PP 3.528 3.528 3.528 3.507
S1 3.380 3.380 3.443 3.338
S2 3.295 3.295 3.421
S3 3.062 3.147 3.400
S4 2.829 2.914 3.336
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 5.091 4.769 3.735
R3 4.599 4.277 3.599
R2 4.107 4.107 3.554
R1 3.785 3.785 3.509 3.700
PP 3.615 3.615 3.615 3.572
S1 3.293 3.293 3.419 3.208
S2 3.123 3.123 3.374
S3 2.631 2.801 3.329
S4 2.139 2.309 3.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.936 3.444 0.492 14.2% 0.187 5.4% 4% False True 117,010
10 3.936 3.444 0.492 14.2% 0.171 4.9% 4% False True 132,475
20 4.689 3.444 1.245 35.9% 0.180 5.2% 2% False True 137,212
40 4.689 3.444 1.245 35.9% 0.177 5.1% 2% False True 110,571
60 4.689 3.444 1.245 35.9% 0.149 4.3% 2% False True 85,556
80 4.689 3.444 1.245 35.9% 0.137 3.9% 2% False True 70,359
100 4.689 3.444 1.245 35.9% 0.128 3.7% 2% False True 60,384
120 4.689 3.444 1.245 35.9% 0.120 3.5% 2% False True 52,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.287
1.618 4.054
1.000 3.910
0.618 3.821
HIGH 3.677
0.618 3.588
0.500 3.561
0.382 3.533
LOW 3.444
0.618 3.300
1.000 3.211
1.618 3.067
2.618 2.834
4.250 2.454
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 3.561 3.625
PP 3.528 3.571
S1 3.496 3.518

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

View Archives - Comment on this page... - Back to Index of Symbols