NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 4.423 4.222 -0.201 -4.5% 4.000
High 4.461 4.250 -0.211 -4.7% 4.414
Low 4.193 4.086 -0.107 -2.6% 3.978
Close 4.203 4.194 -0.009 -0.2% 4.353
Range 0.268 0.164 -0.104 -38.8% 0.436
ATR 0.136 0.138 0.002 1.5% 0.000
Volume 65,363 59,480 -5,883 -9.0% 272,792
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.669 4.595 4.284
R3 4.505 4.431 4.239
R2 4.341 4.341 4.224
R1 4.267 4.267 4.209 4.222
PP 4.177 4.177 4.177 4.154
S1 4.103 4.103 4.179 4.058
S2 4.013 4.013 4.164
S3 3.849 3.939 4.149
S4 3.685 3.775 4.104
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.556 5.391 4.593
R3 5.120 4.955 4.473
R2 4.684 4.684 4.433
R1 4.519 4.519 4.393 4.602
PP 4.248 4.248 4.248 4.290
S1 4.083 4.083 4.313 4.166
S2 3.812 3.812 4.273
S3 3.376 3.647 4.233
S4 2.940 3.211 4.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.461 4.085 0.376 9.0% 0.210 5.0% 29% False False 61,615
10 4.461 3.719 0.742 17.7% 0.159 3.8% 64% False False 47,263
20 4.461 3.648 0.813 19.4% 0.126 3.0% 67% False False 33,220
40 4.461 3.648 0.813 19.4% 0.107 2.6% 67% False False 26,218
60 4.461 3.648 0.813 19.4% 0.099 2.4% 67% False False 21,982
80 4.461 3.648 0.813 19.4% 0.094 2.2% 67% False False 18,766
100 4.596 3.648 0.948 22.6% 0.089 2.1% 58% False False 16,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.679
1.618 4.515
1.000 4.414
0.618 4.351
HIGH 4.250
0.618 4.187
0.500 4.168
0.382 4.149
LOW 4.086
0.618 3.985
1.000 3.922
1.618 3.821
2.618 3.657
4.250 3.389
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 4.185 4.274
PP 4.177 4.247
S1 4.168 4.221

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

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