NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 4.134 3.978 -0.156 -3.8% 4.423
High 4.139 4.065 -0.074 -1.8% 4.461
Low 3.963 3.930 -0.033 -0.8% 3.930
Close 3.980 4.015 0.035 0.9% 4.015
Range 0.176 0.135 -0.041 -23.3% 0.531
ATR 0.138 0.138 0.000 -0.1% 0.000
Volume 34,729 46,199 11,470 33.0% 249,785
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.408 4.347 4.089
R3 4.273 4.212 4.052
R2 4.138 4.138 4.040
R1 4.077 4.077 4.027 4.108
PP 4.003 4.003 4.003 4.019
S1 3.942 3.942 4.003 3.973
S2 3.868 3.868 3.990
S3 3.733 3.807 3.978
S4 3.598 3.672 3.941
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.728 5.403 4.307
R3 5.197 4.872 4.161
R2 4.666 4.666 4.112
R1 4.341 4.341 4.064 4.238
PP 4.135 4.135 4.135 4.084
S1 3.810 3.810 3.966 3.707
S2 3.604 3.604 3.918
S3 3.073 3.279 3.869
S4 2.542 2.748 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.461 3.930 0.531 13.2% 0.163 4.0% 16% False True 49,957
10 4.461 3.930 0.531 13.2% 0.165 4.1% 16% False True 52,257
20 4.461 3.648 0.813 20.2% 0.132 3.3% 45% False False 36,467
40 4.461 3.648 0.813 20.2% 0.111 2.8% 45% False False 28,260
60 4.461 3.648 0.813 20.2% 0.101 2.5% 45% False False 23,704
80 4.461 3.648 0.813 20.2% 0.096 2.4% 45% False False 20,055
100 4.580 3.648 0.932 23.2% 0.091 2.3% 39% False False 17,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.639
2.618 4.418
1.618 4.283
1.000 4.200
0.618 4.148
HIGH 4.065
0.618 4.013
0.500 3.998
0.382 3.982
LOW 3.930
0.618 3.847
1.000 3.795
1.618 3.712
2.618 3.577
4.250 3.356
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 4.009 4.054
PP 4.003 4.041
S1 3.998 4.028

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

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