NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 4.421 4.482 0.061 1.4% 4.117
High 4.522 4.530 0.008 0.2% 4.530
Low 4.306 4.286 -0.020 -0.5% 4.100
Close 4.514 4.307 -0.207 -4.6% 4.307
Range 0.216 0.244 0.028 13.0% 0.430
ATR 0.163 0.169 0.006 3.5% 0.000
Volume 67,038 66,782 -256 -0.4% 274,620
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.106 4.951 4.441
R3 4.862 4.707 4.374
R2 4.618 4.618 4.352
R1 4.463 4.463 4.329 4.419
PP 4.374 4.374 4.374 4.352
S1 4.219 4.219 4.285 4.175
S2 4.130 4.130 4.262
S3 3.886 3.975 4.240
S4 3.642 3.731 4.173
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.602 5.385 4.544
R3 5.172 4.955 4.425
R2 4.742 4.742 4.386
R1 4.525 4.525 4.346 4.634
PP 4.312 4.312 4.312 4.367
S1 4.095 4.095 4.268 4.204
S2 3.882 3.882 4.228
S3 3.452 3.665 4.189
S4 3.022 3.235 4.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.100 0.430 10.0% 0.223 5.2% 48% True False 54,924
10 4.530 3.930 0.600 13.9% 0.193 4.5% 63% True False 52,440
20 4.530 3.648 0.882 20.5% 0.165 3.8% 75% True False 45,296
40 4.530 3.648 0.882 20.5% 0.129 3.0% 75% True False 33,213
60 4.530 3.648 0.882 20.5% 0.114 2.6% 75% True False 27,258
80 4.530 3.648 0.882 20.5% 0.105 2.4% 75% True False 22,997
100 4.530 3.648 0.882 20.5% 0.098 2.3% 75% True False 19,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.567
2.618 5.169
1.618 4.925
1.000 4.774
0.618 4.681
HIGH 4.530
0.618 4.437
0.500 4.408
0.382 4.379
LOW 4.286
0.618 4.135
1.000 4.042
1.618 3.891
2.618 3.647
4.250 3.249
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 4.408 4.372
PP 4.374 4.350
S1 4.341 4.329

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

View Archives - Comment on this page... - Back to Index of Symbols