NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 4.189 4.330 0.141 3.4% 4.117
High 4.334 4.412 0.078 1.8% 4.530
Low 4.137 4.240 0.103 2.5% 4.100
Close 4.298 4.264 -0.034 -0.8% 4.307
Range 0.197 0.172 -0.025 -12.7% 0.430
ATR 0.176 0.176 0.000 -0.2% 0.000
Volume 38,345 30,141 -8,204 -21.4% 274,620
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.821 4.715 4.359
R3 4.649 4.543 4.311
R2 4.477 4.477 4.296
R1 4.371 4.371 4.280 4.338
PP 4.305 4.305 4.305 4.289
S1 4.199 4.199 4.248 4.166
S2 4.133 4.133 4.232
S3 3.961 4.027 4.217
S4 3.789 3.855 4.169
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 11.0% 0.197 4.6% 43% False False 49,402
10 4.530 3.930 0.600 14.1% 0.195 4.6% 56% False False 46,874
20 4.530 3.776 0.754 17.7% 0.174 4.1% 65% False False 48,078
40 4.530 3.648 0.882 20.7% 0.134 3.1% 70% False False 34,319
60 4.530 3.648 0.882 20.7% 0.118 2.8% 70% False False 28,362
80 4.530 3.648 0.882 20.7% 0.108 2.5% 70% False False 24,062
100 4.530 3.648 0.882 20.7% 0.101 2.4% 70% False False 20,831
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.143
2.618 4.862
1.618 4.690
1.000 4.584
0.618 4.518
HIGH 4.412
0.618 4.346
0.500 4.326
0.382 4.306
LOW 4.240
0.618 4.134
1.000 4.068
1.618 3.962
2.618 3.790
4.250 3.509
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 4.326 4.255
PP 4.305 4.246
S1 4.285 4.237

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

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