NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 4.517 4.586 0.069 1.5% 4.244
High 4.618 4.639 0.021 0.5% 4.639
Low 4.391 4.365 -0.026 -0.6% 4.192
Close 4.611 4.387 -0.224 -4.9% 4.387
Range 0.227 0.274 0.047 20.7% 0.447
ATR 0.170 0.177 0.007 4.4% 0.000
Volume 43,001 51,277 8,276 19.2% 180,441
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.286 5.110 4.538
R3 5.012 4.836 4.462
R2 4.738 4.738 4.437
R1 4.562 4.562 4.412 4.513
PP 4.464 4.464 4.464 4.439
S1 4.288 4.288 4.362 4.239
S2 4.190 4.190 4.337
S3 3.916 4.014 4.312
S4 3.642 3.740 4.236
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.747 5.514 4.633
R3 5.300 5.067 4.510
R2 4.853 4.853 4.469
R1 4.620 4.620 4.428 4.737
PP 4.406 4.406 4.406 4.464
S1 4.173 4.173 4.346 4.290
S2 3.959 3.959 4.305
S3 3.512 3.726 4.264
S4 3.065 3.279 4.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.192 0.447 10.2% 0.235 5.4% 44% True False 36,088
10 4.639 4.020 0.619 14.1% 0.203 4.6% 59% True False 32,301
20 4.639 3.703 0.936 21.3% 0.173 4.0% 73% True False 28,562
40 4.639 3.703 0.936 21.3% 0.133 3.0% 73% True False 19,928
60 4.639 3.703 0.936 21.3% 0.118 2.7% 73% True False 15,807
80 4.639 3.703 0.936 21.3% 0.109 2.5% 73% True False 12,796
100 4.639 3.703 0.936 21.3% 0.102 2.3% 73% True False 10,847
120 4.895 3.703 1.192 27.2% 0.098 2.2% 57% False False 9,382
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.804
2.618 5.356
1.618 5.082
1.000 4.913
0.618 4.808
HIGH 4.639
0.618 4.534
0.500 4.502
0.382 4.470
LOW 4.365
0.618 4.196
1.000 4.091
1.618 3.922
2.618 3.648
4.250 3.201
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 4.502 4.470
PP 4.464 4.442
S1 4.425 4.415

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

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