NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 4.213 4.059 -0.154 -3.7% 4.545
High 4.238 4.154 -0.084 -2.0% 4.576
Low 4.051 4.020 -0.031 -0.8% 4.020
Close 4.067 4.103 0.036 0.9% 4.103
Range 0.187 0.134 -0.053 -28.3% 0.556
ATR 0.144 0.143 -0.001 -0.5% 0.000
Volume 26,355 28,228 1,873 7.1% 142,573
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.494 4.433 4.177
R3 4.360 4.299 4.140
R2 4.226 4.226 4.128
R1 4.165 4.165 4.115 4.196
PP 4.092 4.092 4.092 4.108
S1 4.031 4.031 4.091 4.062
S2 3.958 3.958 4.078
S3 3.824 3.897 4.066
S4 3.690 3.763 4.029
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.901 5.558 4.409
R3 5.345 5.002 4.256
R2 4.789 4.789 4.205
R1 4.446 4.446 4.154 4.340
PP 4.233 4.233 4.233 4.180
S1 3.890 3.890 4.052 3.784
S2 3.677 3.677 4.001
S3 3.121 3.334 3.950
S4 2.565 2.778 3.797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.576 4.020 0.556 13.6% 0.171 4.2% 15% False True 28,514
10 4.576 4.020 0.556 13.6% 0.172 4.2% 15% False True 32,727
20 4.576 3.703 0.873 21.3% 0.133 3.2% 46% False False 22,583
40 4.576 3.703 0.873 21.3% 0.114 2.8% 46% False False 16,380
60 4.576 3.703 0.873 21.3% 0.105 2.6% 46% False False 13,226
80 4.576 3.703 0.873 21.3% 0.100 2.4% 46% False False 10,695
100 4.681 3.703 0.978 23.8% 0.095 2.3% 41% False False 9,152
120 4.895 3.703 1.192 29.1% 0.091 2.2% 34% False False 7,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.505
1.618 4.371
1.000 4.288
0.618 4.237
HIGH 4.154
0.618 4.103
0.500 4.087
0.382 4.071
LOW 4.020
0.618 3.937
1.000 3.886
1.618 3.803
2.618 3.669
4.250 3.451
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 4.098 4.153
PP 4.092 4.136
S1 4.087 4.120

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

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