NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 4.091 4.110 0.019 0.5% 3.992
High 4.121 4.233 0.112 2.7% 4.121
Low 4.059 4.097 0.038 0.9% 3.939
Close 4.114 4.227 0.113 2.7% 4.114
Range 0.062 0.136 0.074 119.4% 0.182
ATR 0.098 0.100 0.003 2.8% 0.000
Volume 29,513 25,314 -4,199 -14.2% 121,419
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.594 4.546 4.302
R3 4.458 4.410 4.264
R2 4.322 4.322 4.252
R1 4.274 4.274 4.239 4.298
PP 4.186 4.186 4.186 4.198
S1 4.138 4.138 4.215 4.162
S2 4.050 4.050 4.202
S3 3.914 4.002 4.190
S4 3.778 3.866 4.152
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.604 4.541 4.214
R3 4.422 4.359 4.164
R2 4.240 4.240 4.147
R1 4.177 4.177 4.131 4.209
PP 4.058 4.058 4.058 4.074
S1 3.995 3.995 4.097 4.027
S2 3.876 3.876 4.081
S3 3.694 3.813 4.064
S4 3.512 3.631 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.233 3.939 0.294 7.0% 0.107 2.5% 98% True False 24,390
10 4.233 3.939 0.294 7.0% 0.100 2.4% 98% True False 25,268
20 4.233 3.901 0.332 7.9% 0.103 2.4% 98% True False 24,367
40 4.252 3.901 0.351 8.3% 0.099 2.3% 93% False False 20,102
60 4.479 3.877 0.602 14.2% 0.094 2.2% 58% False False 17,265
80 4.985 3.877 1.108 26.2% 0.095 2.2% 32% False False 14,624
100 4.985 3.877 1.108 26.2% 0.095 2.3% 32% False False 12,838
120 4.988 3.877 1.111 26.3% 0.094 2.2% 32% False False 11,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.811
2.618 4.589
1.618 4.453
1.000 4.369
0.618 4.317
HIGH 4.233
0.618 4.181
0.500 4.165
0.382 4.149
LOW 4.097
0.618 4.013
1.000 3.961
1.618 3.877
2.618 3.741
4.250 3.519
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 4.206 4.185
PP 4.186 4.142
S1 4.165 4.100

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

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