NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 3.765 3.601 -0.164 -4.4% 3.934
High 3.765 3.690 -0.075 -2.0% 3.984
Low 3.550 3.588 0.038 1.1% 3.604
Close 3.579 3.640 0.061 1.7% 3.774
Range 0.215 0.102 -0.113 -52.6% 0.380
ATR 0.176 0.171 -0.005 -2.6% 0.000
Volume 66,743 62,333 -4,410 -6.6% 193,225
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.945 3.895 3.696
R3 3.843 3.793 3.668
R2 3.741 3.741 3.659
R1 3.691 3.691 3.649 3.716
PP 3.639 3.639 3.639 3.652
S1 3.589 3.589 3.631 3.614
S2 3.537 3.537 3.621
S3 3.435 3.487 3.612
S4 3.333 3.385 3.584
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.927 4.731 3.983
R3 4.547 4.351 3.879
R2 4.167 4.167 3.844
R1 3.971 3.971 3.809 3.879
PP 3.787 3.787 3.787 3.742
S1 3.591 3.591 3.739 3.499
S2 3.407 3.407 3.704
S3 3.027 3.211 3.670
S4 2.647 2.831 3.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.818 3.550 0.268 7.4% 0.144 3.9% 34% False False 50,348
10 4.412 3.550 0.862 23.7% 0.161 4.4% 10% False False 42,339
20 4.530 3.550 0.980 26.9% 0.172 4.7% 9% False False 46,357
40 4.530 3.550 0.980 26.9% 0.148 4.1% 9% False False 38,731
60 4.530 3.550 0.980 26.9% 0.128 3.5% 9% False False 32,220
80 4.530 3.550 0.980 26.9% 0.116 3.2% 9% False False 27,438
100 4.530 3.550 0.980 26.9% 0.108 3.0% 9% False False 23,737
120 4.596 3.550 1.046 28.7% 0.101 2.8% 9% False False 21,038
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.124
2.618 3.957
1.618 3.855
1.000 3.792
0.618 3.753
HIGH 3.690
0.618 3.651
0.500 3.639
0.382 3.627
LOW 3.588
0.618 3.525
1.000 3.486
1.618 3.423
2.618 3.321
4.250 3.155
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 3.640 3.668
PP 3.639 3.659
S1 3.639 3.649

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

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