NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 3.675 3.945 0.270 7.3% 3.805
High 3.840 3.950 0.110 2.9% 3.840
Low 3.672 3.715 0.043 1.2% 3.612
Close 3.816 3.730 -0.086 -2.3% 3.816
Range 0.168 0.235 0.067 39.9% 0.228
ATR 0.173 0.178 0.004 2.5% 0.000
Volume 61,976 73,741 11,765 19.0% 291,831
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.503 4.352 3.859
R3 4.268 4.117 3.795
R2 4.033 4.033 3.773
R1 3.882 3.882 3.752 3.840
PP 3.798 3.798 3.798 3.778
S1 3.647 3.647 3.708 3.605
S2 3.563 3.563 3.687
S3 3.328 3.412 3.665
S4 3.093 3.177 3.601
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 3.950 3.634 0.316 8.5% 0.159 4.3% 30% True False 63,150
10 4.020 3.612 0.408 10.9% 0.159 4.2% 29% False False 52,303
20 4.639 3.612 1.027 27.5% 0.185 5.0% 11% False False 41,600
40 4.639 3.612 1.027 27.5% 0.159 4.3% 11% False False 32,091
60 4.639 3.612 1.027 27.5% 0.138 3.7% 11% False False 24,787
80 4.639 3.612 1.027 27.5% 0.125 3.4% 11% False False 20,320
100 4.639 3.612 1.027 27.5% 0.117 3.1% 11% False False 16,876
120 4.681 3.612 1.069 28.7% 0.110 2.9% 11% False False 14,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.949
2.618 4.565
1.618 4.330
1.000 4.185
0.618 4.095
HIGH 3.950
0.618 3.860
0.500 3.833
0.382 3.805
LOW 3.715
0.618 3.570
1.000 3.480
1.618 3.335
2.618 3.100
4.250 2.716
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 3.833 3.798
PP 3.798 3.775
S1 3.764 3.753

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

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