NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 3.206 3.196 -0.010 -0.3% 3.945
High 3.274 3.215 -0.059 -1.8% 3.950
Low 3.143 3.043 -0.100 -3.2% 3.481
Close 3.204 3.072 -0.132 -4.1% 3.498
Range 0.131 0.172 0.041 31.3% 0.469
ATR 0.182 0.181 -0.001 -0.4% 0.000
Volume 67,986 61,286 -6,700 -9.9% 332,571
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.626 3.521 3.167
R3 3.454 3.349 3.119
R2 3.282 3.282 3.104
R1 3.177 3.177 3.088 3.144
PP 3.110 3.110 3.110 3.093
S1 3.005 3.005 3.056 2.972
S2 2.938 2.938 3.040
S3 2.766 2.833 3.025
S4 2.594 2.661 2.977
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 5.050 4.743 3.756
R3 4.581 4.274 3.627
R2 4.112 4.112 3.584
R1 3.805 3.805 3.541 3.724
PP 3.643 3.643 3.643 3.603
S1 3.336 3.336 3.455 3.255
S2 3.174 3.174 3.412
S3 2.705 2.867 3.369
S4 2.236 2.398 3.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.823 3.043 0.780 25.4% 0.183 6.0% 4% False True 78,140
10 3.950 3.043 0.907 29.5% 0.176 5.7% 3% False True 71,313
20 4.494 3.043 1.451 47.2% 0.168 5.5% 2% False True 55,029
40 4.639 3.043 1.596 52.0% 0.174 5.7% 2% False True 42,705
60 4.639 3.043 1.596 52.0% 0.148 4.8% 2% False True 32,296
80 4.639 3.043 1.596 52.0% 0.132 4.3% 2% False True 26,186
100 4.639 3.043 1.596 52.0% 0.123 4.0% 2% False True 21,747
120 4.639 3.043 1.596 52.0% 0.115 3.7% 2% False True 18,658
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.946
2.618 3.665
1.618 3.493
1.000 3.387
0.618 3.321
HIGH 3.215
0.618 3.149
0.500 3.129
0.382 3.109
LOW 3.043
0.618 2.937
1.000 2.871
1.618 2.765
2.618 2.593
4.250 2.312
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 3.129 3.222
PP 3.110 3.172
S1 3.091 3.122

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

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