NYMEX Natural Gas Future March 2015


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 4.267 4.285 0.018 0.4% 4.423
High 4.317 4.499 0.182 4.2% 4.461
Low 4.147 4.213 0.066 1.6% 3.930
Close 4.256 4.397 0.141 3.3% 4.015
Range 0.170 0.286 0.116 68.2% 0.531
ATR 0.150 0.159 0.010 6.5% 0.000
Volume 41,222 62,599 21,377 51.9% 249,785
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.228 5.098 4.554
R3 4.942 4.812 4.476
R2 4.656 4.656 4.449
R1 4.526 4.526 4.423 4.591
PP 4.370 4.370 4.370 4.402
S1 4.240 4.240 4.371 4.305
S2 4.084 4.084 4.345
S3 3.798 3.954 4.318
S4 3.512 3.668 4.240
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.728 5.403 4.307
R3 5.197 4.872 4.161
R2 4.666 4.666 4.112
R1 4.341 4.341 4.064 4.238
PP 4.135 4.135 4.135 4.084
S1 3.810 3.810 3.966 3.707
S2 3.604 3.604 3.918
S3 3.073 3.279 3.869
S4 2.542 2.748 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.499 3.930 0.569 12.9% 0.193 4.4% 82% True False 44,345
10 4.499 3.930 0.569 12.9% 0.191 4.3% 82% True False 52,781
20 4.499 3.648 0.851 19.4% 0.150 3.4% 88% True False 40,866
40 4.499 3.648 0.851 19.4% 0.121 2.8% 88% True False 30,788
60 4.499 3.648 0.851 19.4% 0.110 2.5% 88% True False 25,550
80 4.499 3.648 0.851 19.4% 0.101 2.3% 88% True False 21,519
100 4.499 3.648 0.851 19.4% 0.094 2.1% 88% True False 18,675
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 113 trading days
Fibonacci Retracements and Extensions
4.250 5.715
2.618 5.248
1.618 4.962
1.000 4.785
0.618 4.676
HIGH 4.499
0.618 4.390
0.500 4.356
0.382 4.322
LOW 4.213
0.618 4.036
1.000 3.927
1.618 3.750
2.618 3.464
4.250 2.998
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 4.383 4.365
PP 4.370 4.332
S1 4.356 4.300

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

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