NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 3.901 3.713 -0.188 -4.8% 3.765
High 3.907 3.755 -0.152 -3.9% 3.798
Low 3.680 3.587 -0.093 -2.5% 3.550
Close 3.697 3.600 -0.097 -2.6% 3.777
Range 0.227 0.168 -0.059 -26.0% 0.248
ATR 0.172 0.172 0.000 -0.2% 0.000
Volume 50,133 40,175 -9,958 -19.9% 310,713
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.151 4.044 3.692
R3 3.983 3.876 3.646
R2 3.815 3.815 3.631
R1 3.708 3.708 3.615 3.678
PP 3.647 3.647 3.647 3.632
S1 3.540 3.540 3.585 3.510
S2 3.479 3.479 3.569
S3 3.311 3.372 3.554
S4 3.143 3.204 3.508
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.452 4.363 3.913
R3 4.204 4.115 3.845
R2 3.956 3.956 3.822
R1 3.867 3.867 3.800 3.912
PP 3.708 3.708 3.708 3.731
S1 3.619 3.619 3.754 3.664
S2 3.460 3.460 3.732
S3 3.212 3.371 3.709
S4 2.964 3.123 3.641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.907 3.587 0.320 8.9% 0.169 4.7% 4% False True 54,389
10 3.907 3.550 0.357 9.9% 0.156 4.3% 14% False False 52,368
20 4.530 3.550 0.980 27.2% 0.177 4.9% 5% False False 48,884
40 4.530 3.550 0.980 27.2% 0.157 4.4% 5% False False 43,170
60 4.530 3.550 0.980 27.2% 0.135 3.8% 5% False False 35,508
80 4.530 3.550 0.980 27.2% 0.122 3.4% 5% False False 30,291
100 4.530 3.550 0.980 27.2% 0.113 3.1% 5% False False 26,122
120 4.530 3.550 0.980 27.2% 0.106 2.9% 5% False False 22,987
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.469
2.618 4.195
1.618 4.027
1.000 3.923
0.618 3.859
HIGH 3.755
0.618 3.691
0.500 3.671
0.382 3.651
LOW 3.587
0.618 3.483
1.000 3.419
1.618 3.315
2.618 3.147
4.250 2.873
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 3.671 3.747
PP 3.647 3.698
S1 3.624 3.649

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

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