NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 3.489 3.435 -0.054 -1.5% 3.580
High 3.492 3.525 0.033 0.9% 3.632
Low 3.394 3.430 0.036 1.1% 3.394
Close 3.411 3.518 0.107 3.1% 3.518
Range 0.098 0.095 -0.003 -3.1% 0.238
ATR 0.087 0.089 0.002 2.2% 0.000
Volume 12,002 17,927 5,925 49.4% 63,630
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.776 3.742 3.570
R3 3.681 3.647 3.544
R2 3.586 3.586 3.535
R1 3.552 3.552 3.527 3.569
PP 3.491 3.491 3.491 3.500
S1 3.457 3.457 3.509 3.474
S2 3.396 3.396 3.501
S3 3.301 3.362 3.492
S4 3.206 3.267 3.466
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.229 4.111 3.649
R3 3.991 3.873 3.583
R2 3.753 3.753 3.562
R1 3.635 3.635 3.540 3.575
PP 3.515 3.515 3.515 3.485
S1 3.397 3.397 3.496 3.337
S2 3.277 3.277 3.474
S3 3.039 3.159 3.453
S4 2.801 2.921 3.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.632 3.394 0.238 6.8% 0.081 2.3% 52% False False 12,726
10 3.775 3.394 0.381 10.8% 0.086 2.4% 33% False False 13,080
20 3.800 3.394 0.406 11.5% 0.087 2.5% 31% False False 13,987
40 3.853 3.394 0.459 13.0% 0.079 2.2% 27% False False 10,002
60 3.883 3.394 0.489 13.9% 0.071 2.0% 25% False False 8,206
80 3.885 3.394 0.491 14.0% 0.067 1.9% 25% False False 7,113
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.929
2.618 3.774
1.618 3.679
1.000 3.620
0.618 3.584
HIGH 3.525
0.618 3.489
0.500 3.478
0.382 3.466
LOW 3.430
0.618 3.371
1.000 3.335
1.618 3.276
2.618 3.181
4.250 3.026
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 3.505 3.501
PP 3.491 3.484
S1 3.478 3.467

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

View Archives - Comment on this page... - Back to Index of Symbols