NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 4.350 4.517 0.167 3.8% 4.545
High 4.590 4.618 0.028 0.6% 4.576
Low 4.300 4.391 0.091 2.1% 4.020
Close 4.488 4.611 0.123 2.7% 4.103
Range 0.290 0.227 -0.063 -21.7% 0.556
ATR 0.165 0.170 0.004 2.7% 0.000
Volume 37,652 43,001 5,349 14.2% 142,573
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.221 5.143 4.736
R3 4.994 4.916 4.673
R2 4.767 4.767 4.653
R1 4.689 4.689 4.632 4.728
PP 4.540 4.540 4.540 4.560
S1 4.462 4.462 4.590 4.501
S2 4.313 4.313 4.569
S3 4.086 4.235 4.549
S4 3.859 4.008 4.486
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 4.618 4.020 0.598 13.0% 0.207 4.5% 99% True False 31,478
10 4.618 4.020 0.598 13.0% 0.195 4.2% 99% True False 32,660
20 4.618 3.703 0.915 19.8% 0.164 3.5% 99% True False 26,849
40 4.618 3.703 0.915 19.8% 0.128 2.8% 99% True False 18,878
60 4.618 3.703 0.915 19.8% 0.115 2.5% 99% True False 15,096
80 4.618 3.703 0.915 19.8% 0.107 2.3% 99% True False 12,189
100 4.618 3.703 0.915 19.8% 0.100 2.2% 99% True False 10,350
120 4.895 3.703 1.192 25.9% 0.097 2.1% 76% False False 8,964
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 0.048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.583
2.618 5.212
1.618 4.985
1.000 4.845
0.618 4.758
HIGH 4.618
0.618 4.531
0.500 4.505
0.382 4.478
LOW 4.391
0.618 4.251
1.000 4.164
1.618 4.024
2.618 3.797
4.250 3.426
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 4.576 4.549
PP 4.540 4.487
S1 4.505 4.425

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

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