NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 3.349 3.189 -0.160 -4.8% 3.901
High 3.355 3.256 -0.099 -3.0% 3.907
Low 3.157 3.137 -0.020 -0.6% 3.442
Close 3.168 3.196 0.028 0.9% 3.458
Range 0.198 0.119 -0.079 -39.9% 0.465
ATR 0.178 0.174 -0.004 -2.4% 0.000
Volume 48,636 72,276 23,640 48.6% 198,701
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.553 3.494 3.261
R3 3.434 3.375 3.229
R2 3.315 3.315 3.218
R1 3.256 3.256 3.207 3.286
PP 3.196 3.196 3.196 3.211
S1 3.137 3.137 3.185 3.167
S2 3.077 3.077 3.174
S3 2.958 3.018 3.163
S4 2.839 2.899 3.131
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 3.137 0.633 19.8% 0.155 4.8% 9% False True 45,861
10 3.907 3.137 0.770 24.1% 0.162 5.1% 8% False True 50,125
20 4.412 3.137 1.275 39.9% 0.162 5.1% 5% False True 46,232
40 4.530 3.137 1.393 43.6% 0.165 5.2% 4% False True 46,493
60 4.530 3.137 1.393 43.6% 0.140 4.4% 4% False True 37,990
80 4.530 3.137 1.393 43.6% 0.127 4.0% 4% False True 32,348
100 4.530 3.137 1.393 43.6% 0.117 3.7% 4% False True 27,971
120 4.530 3.137 1.393 43.6% 0.109 3.4% 4% False True 24,596
Crabel Price Patterns
NR True
NR4 True
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.762
2.618 3.568
1.618 3.449
1.000 3.375
0.618 3.330
HIGH 3.256
0.618 3.211
0.500 3.197
0.382 3.182
LOW 3.137
0.618 3.063
1.000 3.018
1.618 2.944
2.618 2.825
4.250 2.631
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 3.197 3.396
PP 3.196 3.329
S1 3.196 3.263

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

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