NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 3.934 3.951 0.017 0.4% 4.100
High 3.984 3.966 -0.018 -0.5% 4.412
Low 3.870 3.813 -0.057 -1.5% 4.015
Close 3.953 3.831 -0.122 -3.1% 4.028
Range 0.114 0.153 0.039 34.2% 0.397
ATR 0.180 0.178 -0.002 -1.1% 0.000
Volume 24,830 45,729 20,899 84.2% 145,803
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.329 4.233 3.915
R3 4.176 4.080 3.873
R2 4.023 4.023 3.859
R1 3.927 3.927 3.845 3.899
PP 3.870 3.870 3.870 3.856
S1 3.774 3.774 3.817 3.746
S2 3.717 3.717 3.803
S3 3.564 3.621 3.789
S4 3.411 3.468 3.747
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 4.412 3.813 0.599 15.6% 0.179 4.7% 3% False True 34,330
10 4.530 3.813 0.717 18.7% 0.197 5.1% 3% False True 45,400
20 4.530 3.813 0.717 18.7% 0.186 4.9% 3% False True 48,563
40 4.530 3.648 0.882 23.0% 0.140 3.7% 21% False False 35,260
60 4.530 3.648 0.882 23.0% 0.124 3.2% 21% False False 29,335
80 4.530 3.648 0.882 23.0% 0.112 2.9% 21% False False 24,998
100 4.530 3.648 0.882 23.0% 0.104 2.7% 21% False False 21,642
120 4.810 3.648 1.162 30.3% 0.099 2.6% 16% False False 19,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.616
2.618 4.367
1.618 4.214
1.000 4.119
0.618 4.061
HIGH 3.966
0.618 3.908
0.500 3.890
0.382 3.871
LOW 3.813
0.618 3.718
1.000 3.660
1.618 3.565
2.618 3.412
4.250 3.163
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 3.890 4.044
PP 3.870 3.973
S1 3.851 3.902

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

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