NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 4.016 4.063 0.047 1.2% 3.950
High 4.114 4.106 -0.008 -0.2% 4.114
Low 3.999 4.021 0.022 0.6% 3.950
Close 4.075 4.039 -0.036 -0.9% 4.039
Range 0.115 0.085 -0.030 -26.1% 0.164
ATR 0.089 0.088 0.000 -0.3% 0.000
Volume 13,449 23,265 9,816 73.0% 74,311
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.310 4.260 4.086
R3 4.225 4.175 4.062
R2 4.140 4.140 4.055
R1 4.090 4.090 4.047 4.073
PP 4.055 4.055 4.055 4.047
S1 4.005 4.005 4.031 3.988
S2 3.970 3.970 4.023
S3 3.885 3.920 4.016
S4 3.800 3.835 3.992
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.526 4.447 4.129
R3 4.362 4.283 4.084
R2 4.198 4.198 4.069
R1 4.119 4.119 4.054 4.159
PP 4.034 4.034 4.034 4.054
S1 3.955 3.955 4.024 3.995
S2 3.870 3.870 4.009
S3 3.706 3.791 3.994
S4 3.542 3.627 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.114 3.950 0.164 4.1% 0.093 2.3% 54% False False 14,862
10 4.114 3.950 0.164 4.1% 0.087 2.1% 54% False False 15,788
20 4.529 3.950 0.579 14.3% 0.081 2.0% 15% False False 16,129
40 5.027 3.950 1.077 26.7% 0.088 2.2% 8% False False 14,164
60 5.027 3.950 1.077 26.7% 0.092 2.3% 8% False False 12,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.467
2.618 4.329
1.618 4.244
1.000 4.191
0.618 4.159
HIGH 4.106
0.618 4.074
0.500 4.064
0.382 4.053
LOW 4.021
0.618 3.968
1.000 3.936
1.618 3.883
2.618 3.798
4.250 3.660
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 4.064 4.045
PP 4.055 4.043
S1 4.047 4.041

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

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