NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 3.737 3.675 -0.062 -1.7% 3.805
High 3.805 3.840 0.035 0.9% 3.840
Low 3.645 3.672 0.027 0.7% 3.612
Close 3.663 3.816 0.153 4.2% 3.816
Range 0.160 0.168 0.008 5.0% 0.228
ATR 0.173 0.173 0.000 0.2% 0.000
Volume 71,094 61,976 -9,118 -12.8% 291,831
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.280 4.216 3.908
R3 4.112 4.048 3.862
R2 3.944 3.944 3.847
R1 3.880 3.880 3.831 3.912
PP 3.776 3.776 3.776 3.792
S1 3.712 3.712 3.801 3.744
S2 3.608 3.608 3.785
S3 3.440 3.544 3.770
S4 3.272 3.376 3.724
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.440 4.356 3.941
R3 4.212 4.128 3.879
R2 3.984 3.984 3.858
R1 3.900 3.900 3.837 3.942
PP 3.756 3.756 3.756 3.777
S1 3.672 3.672 3.795 3.714
S2 3.528 3.528 3.774
S3 3.300 3.444 3.753
S4 3.072 3.216 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.840 3.612 0.228 6.0% 0.151 4.0% 89% True False 58,366
10 4.040 3.612 0.428 11.2% 0.146 3.8% 48% False False 47,378
20 4.639 3.612 1.027 26.9% 0.180 4.7% 20% False False 39,324
40 4.639 3.612 1.027 26.9% 0.155 4.1% 20% False False 30,460
60 4.639 3.612 1.027 26.9% 0.135 3.5% 20% False False 23,656
80 4.639 3.612 1.027 26.9% 0.124 3.2% 20% False False 19,442
100 4.639 3.612 1.027 26.9% 0.116 3.0% 20% False False 16,169
120 4.690 3.612 1.078 28.2% 0.108 2.8% 19% False False 13,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.554
2.618 4.280
1.618 4.112
1.000 4.008
0.618 3.944
HIGH 3.840
0.618 3.776
0.500 3.756
0.382 3.736
LOW 3.672
0.618 3.568
1.000 3.504
1.618 3.400
2.618 3.232
4.250 2.958
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 3.796 3.790
PP 3.776 3.764
S1 3.756 3.738

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

View Archives - Comment on this page... - Back to Index of Symbols