NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 4.303 4.266 -0.037 -0.9% 4.509
High 4.336 4.508 0.172 4.0% 4.544
Low 4.149 4.194 0.045 1.1% 3.931
Close 4.244 4.371 0.127 3.0% 4.020
Range 0.187 0.314 0.127 67.9% 0.613
ATR 0.170 0.180 0.010 6.1% 0.000
Volume 211,096 190,234 -20,862 -9.9% 813,030
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.300 5.149 4.544
R3 4.986 4.835 4.457
R2 4.672 4.672 4.429
R1 4.521 4.521 4.400 4.597
PP 4.358 4.358 4.358 4.395
S1 4.207 4.207 4.342 4.283
S2 4.044 4.044 4.313
S3 3.730 3.893 4.285
S4 3.416 3.579 4.198
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 6.004 5.625 4.357
R3 5.391 5.012 4.189
R2 4.778 4.778 4.132
R1 4.399 4.399 4.076 4.282
PP 4.165 4.165 4.165 4.107
S1 3.786 3.786 3.964 3.669
S2 3.552 3.552 3.908
S3 2.939 3.173 3.851
S4 2.326 2.560 3.683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.508 3.931 0.577 13.2% 0.218 5.0% 76% True False 177,715
10 4.544 3.931 0.613 14.0% 0.221 5.1% 72% False False 185,034
20 4.544 3.620 0.924 21.1% 0.171 3.9% 81% False False 155,978
40 4.544 3.620 0.924 21.1% 0.137 3.1% 81% False False 98,767
60 4.544 3.620 0.924 21.1% 0.125 2.8% 81% False False 73,600
80 4.544 3.620 0.924 21.1% 0.117 2.7% 81% False False 58,973
100 4.555 3.620 0.935 21.4% 0.110 2.5% 80% False False 49,321
120 4.985 3.620 1.365 31.2% 0.108 2.5% 55% False False 42,129
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 0.045
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.843
2.618 5.330
1.618 5.016
1.000 4.822
0.618 4.702
HIGH 4.508
0.618 4.388
0.500 4.351
0.382 4.314
LOW 4.194
0.618 4.000
1.000 3.880
1.618 3.686
2.618 3.372
4.250 2.860
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 4.364 4.351
PP 4.358 4.331
S1 4.351 4.311

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

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