NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 4.222 4.160 -0.062 -1.5% 4.000
High 4.250 4.178 -0.072 -1.7% 4.414
Low 4.086 4.108 0.022 0.5% 3.978
Close 4.194 4.148 -0.046 -1.1% 4.353
Range 0.164 0.070 -0.094 -57.3% 0.436
ATR 0.138 0.134 -0.004 -2.7% 0.000
Volume 59,480 44,014 -15,466 -26.0% 272,792
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.355 4.321 4.187
R3 4.285 4.251 4.167
R2 4.215 4.215 4.161
R1 4.181 4.181 4.154 4.163
PP 4.145 4.145 4.145 4.136
S1 4.111 4.111 4.142 4.093
S2 4.075 4.075 4.135
S3 4.005 4.041 4.129
S4 3.935 3.971 4.110
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 9.1% 0.189 4.6% 17% False False 61,217
10 4.461 3.776 0.685 16.5% 0.153 3.7% 54% False False 49,283
20 4.461 3.648 0.813 19.6% 0.125 3.0% 62% False False 34,376
40 4.461 3.648 0.813 19.6% 0.108 2.6% 62% False False 26,939
60 4.461 3.648 0.813 19.6% 0.099 2.4% 62% False False 22,609
80 4.461 3.648 0.813 19.6% 0.093 2.3% 62% False False 19,213
100 4.596 3.648 0.948 22.9% 0.089 2.1% 53% False False 16,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.476
2.618 4.361
1.618 4.291
1.000 4.248
0.618 4.221
HIGH 4.178
0.618 4.151
0.500 4.143
0.382 4.135
LOW 4.108
0.618 4.065
1.000 4.038
1.618 3.995
2.618 3.925
4.250 3.811
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 4.146 4.274
PP 4.145 4.232
S1 4.143 4.190

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

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