NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 3.414 3.430 0.016 0.5% 3.528
High 3.454 3.500 0.046 1.3% 3.540
Low 3.404 3.394 -0.010 -0.3% 3.393
Close 3.451 3.419 -0.032 -0.9% 3.530
Range 0.050 0.106 0.056 112.0% 0.147
ATR 0.099 0.099 0.001 0.5% 0.000
Volume 24,334 19,740 -4,594 -18.9% 182,779
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.756 3.693 3.477
R3 3.650 3.587 3.448
R2 3.544 3.544 3.438
R1 3.481 3.481 3.429 3.460
PP 3.438 3.438 3.438 3.427
S1 3.375 3.375 3.409 3.354
S2 3.332 3.332 3.400
S3 3.226 3.269 3.390
S4 3.120 3.163 3.361
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.929 3.876 3.611
R3 3.782 3.729 3.570
R2 3.635 3.635 3.557
R1 3.582 3.582 3.543 3.609
PP 3.488 3.488 3.488 3.501
S1 3.435 3.435 3.517 3.462
S2 3.341 3.341 3.503
S3 3.194 3.288 3.490
S4 3.047 3.141 3.449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.613 3.394 0.219 6.4% 0.103 3.0% 11% False True 26,793
10 3.613 3.393 0.220 6.4% 0.102 3.0% 12% False False 31,440
20 3.848 3.393 0.455 13.3% 0.101 3.0% 6% False False 33,580
40 3.895 3.393 0.502 14.7% 0.097 2.8% 5% False False 32,662
60 3.910 3.393 0.517 15.1% 0.085 2.5% 5% False False 26,071
80 3.944 3.393 0.551 16.1% 0.080 2.3% 5% False False 22,454
100 3.944 3.393 0.551 16.1% 0.076 2.2% 5% False False 19,388
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.951
2.618 3.778
1.618 3.672
1.000 3.606
0.618 3.566
HIGH 3.500
0.618 3.460
0.500 3.447
0.382 3.434
LOW 3.394
0.618 3.328
1.000 3.288
1.618 3.222
2.618 3.116
4.250 2.944
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 3.447 3.453
PP 3.438 3.442
S1 3.428 3.430

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

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