NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 3.742 3.659 -0.083 -2.2% 3.783
High 3.752 3.691 -0.061 -1.6% 3.786
Low 3.645 3.618 -0.027 -0.7% 3.618
Close 3.660 3.672 0.012 0.3% 3.672
Range 0.107 0.073 -0.034 -31.8% 0.168
ATR 0.074 0.073 0.000 -0.1% 0.000
Volume 3,293 4,129 836 25.4% 21,183
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 3.879 3.849 3.712
R3 3.806 3.776 3.692
R2 3.733 3.733 3.685
R1 3.703 3.703 3.679 3.718
PP 3.660 3.660 3.660 3.668
S1 3.630 3.630 3.665 3.645
S2 3.587 3.587 3.659
S3 3.514 3.557 3.652
S4 3.441 3.484 3.632
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.196 4.102 3.764
R3 4.028 3.934 3.718
R2 3.860 3.860 3.703
R1 3.766 3.766 3.687 3.729
PP 3.692 3.692 3.692 3.674
S1 3.598 3.598 3.657 3.561
S2 3.524 3.524 3.641
S3 3.356 3.430 3.626
S4 3.188 3.262 3.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.786 3.618 0.168 4.6% 0.074 2.0% 32% False True 4,236
10 3.872 3.618 0.254 6.9% 0.078 2.1% 21% False True 4,412
20 3.872 3.497 0.375 10.2% 0.066 1.8% 47% False False 3,023
40 3.900 3.497 0.403 11.0% 0.061 1.6% 43% False False 2,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.001
2.618 3.882
1.618 3.809
1.000 3.764
0.618 3.736
HIGH 3.691
0.618 3.663
0.500 3.655
0.382 3.646
LOW 3.618
0.618 3.573
1.000 3.545
1.618 3.500
2.618 3.427
4.250 3.308
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 3.666 3.692
PP 3.660 3.685
S1 3.655 3.679

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

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