NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 4.586 4.190 -0.396 -8.6% 4.244
High 4.639 4.289 -0.350 -7.5% 4.639
Low 4.365 4.130 -0.235 -5.4% 4.192
Close 4.387 4.281 -0.106 -2.4% 4.387
Range 0.274 0.159 -0.115 -42.0% 0.447
ATR 0.177 0.183 0.006 3.2% 0.000
Volume 51,277 28,858 -22,419 -43.7% 180,441
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.710 4.655 4.368
R3 4.551 4.496 4.325
R2 4.392 4.392 4.310
R1 4.337 4.337 4.296 4.365
PP 4.233 4.233 4.233 4.247
S1 4.178 4.178 4.266 4.206
S2 4.074 4.074 4.252
S3 3.915 4.019 4.237
S4 3.756 3.860 4.194
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 4.130 0.509 11.9% 0.226 5.3% 30% False True 37,372
10 4.639 4.020 0.619 14.5% 0.191 4.5% 42% False False 31,784
20 4.639 3.707 0.932 21.8% 0.177 4.1% 62% False False 29,493
40 4.639 3.703 0.936 21.9% 0.134 3.1% 62% False False 20,463
60 4.639 3.703 0.936 21.9% 0.120 2.8% 62% False False 16,159
80 4.639 3.703 0.936 21.9% 0.110 2.6% 62% False False 13,107
100 4.639 3.703 0.936 21.9% 0.103 2.4% 62% False False 11,117
120 4.895 3.703 1.192 27.8% 0.099 2.3% 48% False False 9,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.047
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.965
2.618 4.705
1.618 4.546
1.000 4.448
0.618 4.387
HIGH 4.289
0.618 4.228
0.500 4.210
0.382 4.191
LOW 4.130
0.618 4.032
1.000 3.971
1.618 3.873
2.618 3.714
4.250 3.454
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 4.257 4.385
PP 4.233 4.350
S1 4.210 4.316

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

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