NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 4.482 4.100 -0.382 -8.5% 4.117
High 4.530 4.219 -0.311 -6.9% 4.530
Low 4.286 4.061 -0.225 -5.2% 4.100
Close 4.307 4.214 -0.093 -2.2% 4.307
Range 0.244 0.158 -0.086 -35.2% 0.430
ATR 0.169 0.175 0.005 3.2% 0.000
Volume 66,782 44,708 -22,074 -33.1% 274,620
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.639 4.584 4.301
R3 4.481 4.426 4.257
R2 4.323 4.323 4.243
R1 4.268 4.268 4.228 4.296
PP 4.165 4.165 4.165 4.178
S1 4.110 4.110 4.200 4.138
S2 4.007 4.007 4.185
S3 3.849 3.952 4.171
S4 3.691 3.794 4.127
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.602 5.385 4.544
R3 5.172 4.955 4.425
R2 4.742 4.742 4.386
R1 4.525 4.525 4.346 4.634
PP 4.312 4.312 4.312 4.367
S1 4.095 4.095 4.268 4.204
S2 3.882 3.882 4.228
S3 3.452 3.665 4.189
S4 3.022 3.235 4.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.061 0.469 11.1% 0.215 5.1% 33% False True 56,469
10 4.530 3.930 0.600 14.2% 0.182 4.3% 47% False False 50,375
20 4.530 3.650 0.880 20.9% 0.168 4.0% 64% False False 46,753
40 4.530 3.648 0.882 20.9% 0.130 3.1% 64% False False 33,869
60 4.530 3.648 0.882 20.9% 0.116 2.7% 64% False False 27,721
80 4.530 3.648 0.882 20.9% 0.106 2.5% 64% False False 23,406
100 4.530 3.648 0.882 20.9% 0.099 2.3% 64% False False 20,269
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 0.043
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.891
2.618 4.633
1.618 4.475
1.000 4.377
0.618 4.317
HIGH 4.219
0.618 4.159
0.500 4.140
0.382 4.121
LOW 4.061
0.618 3.963
1.000 3.903
1.618 3.805
2.618 3.647
4.250 3.390
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 4.189 4.296
PP 4.165 4.268
S1 4.140 4.241

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

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