NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 4.117 4.267 0.150 3.6% 4.423
High 4.298 4.317 0.019 0.4% 4.461
Low 4.100 4.147 0.047 1.1% 3.930
Close 4.293 4.256 -0.037 -0.9% 4.015
Range 0.198 0.170 -0.028 -14.1% 0.531
ATR 0.148 0.150 0.002 1.1% 0.000
Volume 36,979 41,222 4,243 11.5% 249,785
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.750 4.673 4.350
R3 4.580 4.503 4.303
R2 4.410 4.410 4.287
R1 4.333 4.333 4.272 4.287
PP 4.240 4.240 4.240 4.217
S1 4.163 4.163 4.240 4.117
S2 4.070 4.070 4.225
S3 3.900 3.993 4.209
S4 3.730 3.823 4.163
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 4.317 3.930 0.387 9.1% 0.150 3.5% 84% True False 40,628
10 4.461 3.930 0.531 12.5% 0.180 4.2% 61% False False 51,122
20 4.461 3.648 0.813 19.1% 0.138 3.2% 75% False False 38,616
40 4.461 3.648 0.813 19.1% 0.117 2.7% 75% False False 29,504
60 4.461 3.648 0.813 19.1% 0.106 2.5% 75% False False 24,683
80 4.461 3.648 0.813 19.1% 0.098 2.3% 75% False False 20,845
100 4.485 3.648 0.837 19.7% 0.092 2.2% 73% False False 18,120
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.040
2.618 4.762
1.618 4.592
1.000 4.487
0.618 4.422
HIGH 4.317
0.618 4.252
0.500 4.232
0.382 4.212
LOW 4.147
0.618 4.042
1.000 3.977
1.618 3.872
2.618 3.702
4.250 3.425
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 4.248 4.212
PP 4.240 4.168
S1 4.232 4.124

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

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