NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 4.160 4.134 -0.026 -0.6% 4.000
High 4.178 4.139 -0.039 -0.9% 4.414
Low 4.108 3.963 -0.145 -3.5% 3.978
Close 4.148 3.980 -0.168 -4.1% 4.353
Range 0.070 0.176 0.106 151.4% 0.436
ATR 0.134 0.138 0.004 2.7% 0.000
Volume 44,014 34,729 -9,285 -21.1% 272,792
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.555 4.444 4.077
R3 4.379 4.268 4.028
R2 4.203 4.203 4.012
R1 4.092 4.092 3.996 4.060
PP 4.027 4.027 4.027 4.011
S1 3.916 3.916 3.964 3.884
S2 3.851 3.851 3.948
S3 3.675 3.740 3.932
S4 3.499 3.564 3.883
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 3.963 0.498 12.5% 0.173 4.4% 3% False True 57,265
10 4.461 3.840 0.621 15.6% 0.162 4.1% 23% False False 49,622
20 4.461 3.648 0.813 20.4% 0.129 3.2% 41% False False 35,146
40 4.461 3.648 0.813 20.4% 0.109 2.8% 41% False False 27,464
60 4.461 3.648 0.813 20.4% 0.101 2.5% 41% False False 23,065
80 4.461 3.648 0.813 20.4% 0.095 2.4% 41% False False 19,548
100 4.596 3.648 0.948 23.8% 0.090 2.3% 35% False False 17,090
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.887
2.618 4.600
1.618 4.424
1.000 4.315
0.618 4.248
HIGH 4.139
0.618 4.072
0.500 4.051
0.382 4.030
LOW 3.963
0.618 3.854
1.000 3.787
1.618 3.678
2.618 3.502
4.250 3.215
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 4.051 4.107
PP 4.027 4.064
S1 4.004 4.022

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

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