NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 3.231 3.200 -0.031 -1.0% 3.639
High 3.250 3.200 -0.050 -1.5% 3.639
Low 3.171 3.124 -0.047 -1.5% 3.355
Close 3.232 3.156 -0.076 -2.4% 3.366
Range 0.079 0.076 -0.003 -3.8% 0.284
ATR 0.088 0.089 0.001 1.6% 0.000
Volume 5,912 3,270 -2,642 -44.7% 14,895
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.388 3.348 3.198
R3 3.312 3.272 3.177
R2 3.236 3.236 3.170
R1 3.196 3.196 3.163 3.178
PP 3.160 3.160 3.160 3.151
S1 3.120 3.120 3.149 3.102
S2 3.084 3.084 3.142
S3 3.008 3.044 3.135
S4 2.932 2.968 3.114
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 4.305 4.120 3.522
R3 4.021 3.836 3.444
R2 3.737 3.737 3.418
R1 3.552 3.552 3.392 3.503
PP 3.453 3.453 3.453 3.429
S1 3.268 3.268 3.340 3.219
S2 3.169 3.169 3.314
S3 2.885 2.984 3.288
S4 2.601 2.700 3.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.530 3.124 0.406 12.9% 0.087 2.8% 8% False True 3,792
10 3.639 3.124 0.515 16.3% 0.083 2.6% 6% False True 3,136
20 3.800 3.124 0.676 21.4% 0.075 2.4% 5% False True 2,963
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 0.008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.523
2.618 3.399
1.618 3.323
1.000 3.276
0.618 3.247
HIGH 3.200
0.618 3.171
0.500 3.162
0.382 3.153
LOW 3.124
0.618 3.077
1.000 3.048
1.618 3.001
2.618 2.925
4.250 2.801
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 3.162 3.206
PP 3.160 3.189
S1 3.158 3.173

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

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