NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 4.000 4.053 0.053 1.3% 3.706
High 4.068 4.173 0.105 2.6% 3.945
Low 3.978 4.049 0.071 1.8% 3.648
Close 4.062 4.131 0.069 1.7% 3.881
Range 0.090 0.124 0.034 37.8% 0.297
ATR 0.104 0.106 0.001 1.3% 0.000
Volume 42,282 47,274 4,992 11.8% 108,734
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.490 4.434 4.199
R3 4.366 4.310 4.165
R2 4.242 4.242 4.154
R1 4.186 4.186 4.142 4.214
PP 4.118 4.118 4.118 4.132
S1 4.062 4.062 4.120 4.090
S2 3.994 3.994 4.108
S3 3.870 3.938 4.097
S4 3.746 3.814 4.063
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.716 4.595 4.044
R3 4.419 4.298 3.963
R2 4.122 4.122 3.935
R1 4.001 4.001 3.908 4.062
PP 3.825 3.825 3.825 3.855
S1 3.704 3.704 3.854 3.765
S2 3.528 3.528 3.827
S3 3.231 3.407 3.799
S4 2.934 3.110 3.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.173 3.719 0.454 11.0% 0.108 2.6% 91% True False 32,910
10 4.173 3.648 0.525 12.7% 0.096 2.3% 92% True False 26,110
20 4.173 3.648 0.525 12.7% 0.095 2.3% 92% True False 23,455
40 4.207 3.648 0.559 13.5% 0.092 2.2% 86% False False 20,589
60 4.225 3.648 0.577 14.0% 0.088 2.1% 84% False False 17,801
80 4.230 3.648 0.582 14.1% 0.084 2.0% 83% False False 15,392
100 4.810 3.648 1.162 28.1% 0.082 2.0% 42% False False 13,700
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.700
2.618 4.498
1.618 4.374
1.000 4.297
0.618 4.250
HIGH 4.173
0.618 4.126
0.500 4.111
0.382 4.096
LOW 4.049
0.618 3.972
1.000 3.925
1.618 3.848
2.618 3.724
4.250 3.522
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 4.124 4.090
PP 4.118 4.048
S1 4.111 4.007

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

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