NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 3.731 3.634 -0.097 -2.6% 3.805
High 3.794 3.734 -0.060 -1.6% 3.840
Low 3.620 3.631 0.011 0.3% 3.612
Close 3.635 3.724 0.089 2.4% 3.816
Range 0.174 0.103 -0.071 -40.8% 0.228
ATR 0.178 0.172 -0.005 -3.0% 0.000
Volume 56,963 58,654 1,691 3.0% 291,831
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.005 3.968 3.781
R3 3.902 3.865 3.752
R2 3.799 3.799 3.743
R1 3.762 3.762 3.733 3.781
PP 3.696 3.696 3.696 3.706
S1 3.659 3.659 3.715 3.678
S2 3.593 3.593 3.705
S3 3.490 3.556 3.696
S4 3.387 3.453 3.667
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 3.620 0.330 8.9% 0.168 4.5% 32% False False 64,485
10 3.950 3.612 0.338 9.1% 0.159 4.3% 33% False False 54,926
20 4.639 3.612 1.027 27.6% 0.180 4.8% 11% False False 44,955
40 4.639 3.612 1.027 27.6% 0.162 4.4% 11% False False 34,444
60 4.639 3.612 1.027 27.6% 0.140 3.8% 11% False False 26,476
80 4.639 3.612 1.027 27.6% 0.127 3.4% 11% False False 21,687
100 4.639 3.612 1.027 27.6% 0.118 3.2% 11% False False 17,981
120 4.639 3.612 1.027 27.6% 0.110 3.0% 11% False False 15,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.172
2.618 4.004
1.618 3.901
1.000 3.837
0.618 3.798
HIGH 3.734
0.618 3.695
0.500 3.683
0.382 3.670
LOW 3.631
0.618 3.567
1.000 3.528
1.618 3.464
2.618 3.361
4.250 3.193
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 3.710 3.785
PP 3.696 3.765
S1 3.683 3.744

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

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