NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 3.500 3.546 0.046 1.3% 3.635
High 3.555 3.572 0.017 0.5% 3.680
Low 3.482 3.484 0.002 0.1% 3.450
Close 3.545 3.509 -0.036 -1.0% 3.575
Range 0.073 0.088 0.015 20.5% 0.230
ATR 0.081 0.082 0.000 0.6% 0.000
Volume 3,580 3,904 324 9.1% 17,498
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.786 3.735 3.557
R3 3.698 3.647 3.533
R2 3.610 3.610 3.525
R1 3.559 3.559 3.517 3.541
PP 3.522 3.522 3.522 3.512
S1 3.471 3.471 3.501 3.453
S2 3.434 3.434 3.493
S3 3.346 3.383 3.485
S4 3.258 3.295 3.461
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.258 4.147 3.702
R3 4.028 3.917 3.638
R2 3.798 3.798 3.617
R1 3.687 3.687 3.596 3.628
PP 3.568 3.568 3.568 3.539
S1 3.457 3.457 3.554 3.398
S2 3.338 3.338 3.533
S3 3.108 3.227 3.512
S4 2.878 2.997 3.449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.583 3.455 0.128 3.6% 0.081 2.3% 42% False False 4,101
10 3.732 3.450 0.282 8.0% 0.075 2.1% 21% False False 3,499
20 3.812 3.450 0.362 10.3% 0.075 2.1% 16% False False 3,587
40 3.900 3.450 0.450 12.8% 0.069 2.0% 13% False False 2,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.946
2.618 3.802
1.618 3.714
1.000 3.660
0.618 3.626
HIGH 3.572
0.618 3.538
0.500 3.528
0.382 3.518
LOW 3.484
0.618 3.430
1.000 3.396
1.618 3.342
2.618 3.254
4.250 3.110
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 3.528 3.517
PP 3.522 3.514
S1 3.515 3.512

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

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