NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 4.059 4.244 0.185 4.6% 4.545
High 4.154 4.400 0.246 5.9% 4.576
Low 4.020 4.192 0.172 4.3% 4.020
Close 4.103 4.396 0.293 7.1% 4.103
Range 0.134 0.208 0.074 55.2% 0.556
ATR 0.143 0.154 0.011 7.7% 0.000
Volume 28,228 22,439 -5,789 -20.5% 142,573
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.953 4.883 4.510
R3 4.745 4.675 4.453
R2 4.537 4.537 4.434
R1 4.467 4.467 4.415 4.502
PP 4.329 4.329 4.329 4.347
S1 4.259 4.259 4.377 4.294
S2 4.121 4.121 4.358
S3 3.913 4.051 4.339
S4 3.705 3.843 4.282
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 4.400 4.020 0.380 8.6% 0.157 3.6% 99% True False 26,197
10 4.576 4.020 0.556 12.6% 0.185 4.2% 68% False False 31,888
20 4.576 3.703 0.873 19.9% 0.139 3.2% 79% False False 23,255
40 4.576 3.703 0.873 19.9% 0.118 2.7% 79% False False 16,747
60 4.576 3.703 0.873 19.9% 0.108 2.4% 79% False False 13,530
80 4.576 3.703 0.873 19.9% 0.102 2.3% 79% False False 10,941
100 4.576 3.703 0.873 19.9% 0.095 2.2% 79% False False 9,365
120 4.895 3.703 1.192 27.1% 0.092 2.1% 58% False False 8,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.284
2.618 4.945
1.618 4.737
1.000 4.608
0.618 4.529
HIGH 4.400
0.618 4.321
0.500 4.296
0.382 4.271
LOW 4.192
0.618 4.063
1.000 3.984
1.618 3.855
2.618 3.647
4.250 3.308
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 4.363 4.334
PP 4.329 4.272
S1 4.296 4.210

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

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