NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 4.419 4.323 -0.096 -2.2% 4.190
High 4.494 4.350 -0.144 -3.2% 4.494
Low 4.311 4.070 -0.241 -5.6% 4.070
Close 4.334 4.085 -0.249 -5.7% 4.085
Range 0.183 0.280 0.097 53.0% 0.424
ATR 0.185 0.192 0.007 3.7% 0.000
Volume 21,796 24,951 3,155 14.5% 104,040
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.008 4.827 4.239
R3 4.728 4.547 4.162
R2 4.448 4.448 4.136
R1 4.267 4.267 4.111 4.218
PP 4.168 4.168 4.168 4.144
S1 3.987 3.987 4.059 3.938
S2 3.888 3.888 4.034
S3 3.608 3.707 4.008
S4 3.328 3.427 3.931
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.488 5.211 4.318
R3 5.064 4.787 4.202
R2 4.640 4.640 4.163
R1 4.363 4.363 4.124 4.290
PP 4.216 4.216 4.216 4.180
S1 3.939 3.939 4.046 3.866
S2 3.792 3.792 4.007
S3 3.368 3.515 3.968
S4 2.944 3.091 3.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.070 0.569 13.9% 0.221 5.4% 3% False True 31,063
10 4.639 4.020 0.619 15.2% 0.214 5.2% 11% False False 31,270
20 4.639 3.910 0.729 17.8% 0.192 4.7% 24% False False 31,046
40 4.639 3.703 0.936 22.9% 0.142 3.5% 41% False False 21,520
60 4.639 3.703 0.936 22.9% 0.126 3.1% 41% False False 17,067
80 4.639 3.703 0.936 22.9% 0.116 2.8% 41% False False 13,963
100 4.639 3.703 0.936 22.9% 0.107 2.6% 41% False False 11,771
120 4.895 3.703 1.192 29.2% 0.103 2.5% 32% False False 10,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.540
2.618 5.083
1.618 4.803
1.000 4.630
0.618 4.523
HIGH 4.350
0.618 4.243
0.500 4.210
0.382 4.177
LOW 4.070
0.618 3.897
1.000 3.790
1.618 3.617
2.618 3.337
4.250 2.880
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 4.210 4.282
PP 4.168 4.216
S1 4.127 4.151

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

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