NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 3.648 3.661 0.013 0.4% 3.974
High 3.734 3.768 0.034 0.9% 4.040
Low 3.634 3.635 0.001 0.0% 3.648
Close 3.681 3.736 0.055 1.5% 3.823
Range 0.100 0.133 0.033 33.0% 0.392
ATR 0.177 0.174 -0.003 -1.8% 0.000
Volume 51,060 57,880 6,820 13.4% 181,951
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.112 4.057 3.809
R3 3.979 3.924 3.773
R2 3.846 3.846 3.760
R1 3.791 3.791 3.748 3.819
PP 3.713 3.713 3.713 3.727
S1 3.658 3.658 3.724 3.686
S2 3.580 3.580 3.712
S3 3.447 3.525 3.699
S4 3.314 3.392 3.663
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 3.839 3.612 0.227 6.1% 0.151 4.0% 55% False False 45,367
10 4.494 3.612 0.882 23.6% 0.160 4.3% 14% False False 38,745
20 4.639 3.612 1.027 27.5% 0.177 4.7% 12% False False 35,392
40 4.639 3.612 1.027 27.5% 0.152 4.1% 12% False False 27,705
60 4.639 3.612 1.027 27.5% 0.132 3.5% 12% False False 21,640
80 4.639 3.612 1.027 27.5% 0.122 3.3% 12% False False 17,885
100 4.639 3.612 1.027 27.5% 0.114 3.0% 12% False False 14,905
120 4.690 3.612 1.078 28.9% 0.107 2.9% 12% False False 12,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.333
2.618 4.116
1.618 3.983
1.000 3.901
0.618 3.850
HIGH 3.768
0.618 3.717
0.500 3.702
0.382 3.686
LOW 3.635
0.618 3.553
1.000 3.502
1.618 3.420
2.618 3.287
4.250 3.070
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 3.725 3.727
PP 3.713 3.718
S1 3.702 3.710

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

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