NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 4.330 4.248 -0.082 -1.9% 4.100
High 4.412 4.274 -0.138 -3.1% 4.412
Low 4.240 4.015 -0.225 -5.3% 4.015
Close 4.264 4.028 -0.236 -5.5% 4.028
Range 0.172 0.259 0.087 50.6% 0.397
ATR 0.176 0.182 0.006 3.4% 0.000
Volume 30,141 32,609 2,468 8.2% 145,803
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.883 4.714 4.170
R3 4.624 4.455 4.099
R2 4.365 4.365 4.075
R1 4.196 4.196 4.052 4.151
PP 4.106 4.106 4.106 4.083
S1 3.937 3.937 4.004 3.892
S2 3.847 3.847 3.981
S3 3.588 3.678 3.957
S4 3.329 3.419 3.886
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.343 5.082 4.246
R3 4.946 4.685 4.137
R2 4.549 4.549 4.101
R1 4.288 4.288 4.064 4.220
PP 4.152 4.152 4.152 4.118
S1 3.891 3.891 3.992 3.823
S2 3.755 3.755 3.955
S3 3.358 3.494 3.919
S4 2.961 3.097 3.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.015 0.515 12.8% 0.206 5.1% 3% False True 42,517
10 4.530 3.930 0.600 14.9% 0.204 5.1% 16% False False 46,662
20 4.530 3.840 0.690 17.1% 0.183 4.5% 27% False False 48,142
40 4.530 3.648 0.882 21.9% 0.137 3.4% 43% False False 34,555
60 4.530 3.648 0.882 21.9% 0.122 3.0% 43% False False 28,593
80 4.530 3.648 0.882 21.9% 0.111 2.8% 43% False False 24,377
100 4.530 3.648 0.882 21.9% 0.103 2.5% 43% False False 21,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.375
2.618 4.952
1.618 4.693
1.000 4.533
0.618 4.434
HIGH 4.274
0.618 4.175
0.500 4.145
0.382 4.114
LOW 4.015
0.618 3.855
1.000 3.756
1.618 3.596
2.618 3.337
4.250 2.914
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 4.145 4.214
PP 4.106 4.152
S1 4.067 4.090

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

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