NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 3.630 3.349 -0.281 -7.7% 3.901
High 3.655 3.355 -0.300 -8.2% 3.907
Low 3.442 3.157 -0.285 -8.3% 3.442
Close 3.458 3.168 -0.290 -8.4% 3.458
Range 0.213 0.198 -0.015 -7.0% 0.465
ATR 0.168 0.178 0.009 5.6% 0.000
Volume 43,370 48,636 5,266 12.1% 198,701
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.821 3.692 3.277
R3 3.623 3.494 3.222
R2 3.425 3.425 3.204
R1 3.296 3.296 3.186 3.262
PP 3.227 3.227 3.227 3.209
S1 3.098 3.098 3.150 3.064
S2 3.029 3.029 3.132
S3 2.831 2.900 3.114
S4 2.633 2.702 3.059
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.997 4.693 3.714
R3 4.532 4.228 3.586
R2 4.067 4.067 3.543
R1 3.763 3.763 3.501 3.683
PP 3.602 3.602 3.602 3.562
S1 3.298 3.298 3.415 3.218
S2 3.137 3.137 3.373
S3 2.672 2.833 3.330
S4 2.207 2.368 3.202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.770 3.157 0.613 19.3% 0.164 5.2% 2% False True 39,440
10 3.907 3.157 0.750 23.7% 0.160 5.1% 1% False True 49,130
20 4.412 3.157 1.255 39.6% 0.164 5.2% 1% False True 44,853
40 4.530 3.157 1.373 43.3% 0.164 5.2% 1% False True 45,075
60 4.530 3.157 1.373 43.3% 0.140 4.4% 1% False True 37,093
80 4.530 3.157 1.373 43.3% 0.126 4.0% 1% False True 31,657
100 4.530 3.157 1.373 43.3% 0.116 3.7% 1% False True 27,368
120 4.530 3.157 1.373 43.3% 0.109 3.4% 1% False True 24,043
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.197
2.618 3.873
1.618 3.675
1.000 3.553
0.618 3.477
HIGH 3.355
0.618 3.279
0.500 3.256
0.382 3.233
LOW 3.157
0.618 3.035
1.000 2.959
1.618 2.837
2.618 2.639
4.250 2.316
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 3.256 3.464
PP 3.227 3.365
S1 3.197 3.267

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

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