NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 3.671 3.805 0.134 3.7% 3.974
High 3.839 3.807 -0.032 -0.8% 4.040
Low 3.671 3.612 -0.059 -1.6% 3.648
Close 3.823 3.623 -0.200 -5.2% 3.823
Range 0.168 0.195 0.027 16.1% 0.392
ATR 0.180 0.183 0.002 1.2% 0.000
Volume 39,381 49,821 10,440 26.5% 181,951
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.266 4.139 3.730
R3 4.071 3.944 3.677
R2 3.876 3.876 3.659
R1 3.749 3.749 3.641 3.715
PP 3.681 3.681 3.681 3.664
S1 3.554 3.554 3.605 3.520
S2 3.486 3.486 3.587
S3 3.291 3.359 3.569
S4 3.096 3.164 3.516
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 5.013 4.810 4.039
R3 4.621 4.418 3.931
R2 4.229 4.229 3.895
R1 4.026 4.026 3.859 3.932
PP 3.837 3.837 3.837 3.790
S1 3.634 3.634 3.787 3.540
S2 3.445 3.445 3.751
S3 3.053 3.242 3.715
S4 2.661 2.850 3.607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.020 3.612 0.408 11.3% 0.158 4.4% 3% False True 41,457
10 4.494 3.612 0.882 24.3% 0.173 4.8% 1% False True 33,581
20 4.639 3.612 1.027 28.3% 0.188 5.2% 1% False True 32,941
40 4.639 3.612 1.027 28.3% 0.152 4.2% 1% False True 25,432
60 4.639 3.612 1.027 28.3% 0.132 3.7% 1% False True 20,151
80 4.639 3.612 1.027 28.3% 0.121 3.3% 1% False True 16,630
100 4.639 3.612 1.027 28.3% 0.112 3.1% 1% False True 13,972
120 4.800 3.612 1.188 32.8% 0.106 2.9% 1% False True 11,991
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 0.029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.636
2.618 4.318
1.618 4.123
1.000 4.002
0.618 3.928
HIGH 3.807
0.618 3.733
0.500 3.710
0.382 3.686
LOW 3.612
0.618 3.491
1.000 3.417
1.618 3.296
2.618 3.101
4.250 2.783
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 3.710 3.726
PP 3.681 3.691
S1 3.652 3.657

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

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