NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 4.160 4.156 -0.004 -0.1% 4.040
High 4.181 4.232 0.051 1.2% 4.226
Low 4.126 4.149 0.023 0.6% 4.015
Close 4.141 4.226 0.085 2.1% 4.141
Range 0.055 0.083 0.028 50.9% 0.211
ATR 0.093 0.093 0.000 -0.1% 0.000
Volume 25,049 13,066 -11,983 -47.8% 94,784
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.451 4.422 4.272
R3 4.368 4.339 4.249
R2 4.285 4.285 4.241
R1 4.256 4.256 4.234 4.271
PP 4.202 4.202 4.202 4.210
S1 4.173 4.173 4.218 4.188
S2 4.119 4.119 4.211
S3 4.036 4.090 4.203
S4 3.953 4.007 4.180
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.760 4.662 4.257
R3 4.549 4.451 4.199
R2 4.338 4.338 4.180
R1 4.240 4.240 4.160 4.289
PP 4.127 4.127 4.127 4.152
S1 4.029 4.029 4.122 4.078
S2 3.916 3.916 4.102
S3 3.705 3.818 4.083
S4 3.494 3.607 4.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.232 4.073 0.159 3.8% 0.089 2.1% 96% True False 17,973
10 4.252 4.015 0.237 5.6% 0.095 2.3% 89% False False 22,146
20 4.252 3.960 0.292 6.9% 0.091 2.2% 91% False False 20,019
40 4.611 3.950 0.661 15.6% 0.086 2.0% 42% False False 17,739
60 5.027 3.950 1.077 25.5% 0.088 2.1% 26% False False 15,642
80 5.027 3.950 1.077 25.5% 0.091 2.2% 26% False False 14,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.585
2.618 4.449
1.618 4.366
1.000 4.315
0.618 4.283
HIGH 4.232
0.618 4.200
0.500 4.191
0.382 4.181
LOW 4.149
0.618 4.098
1.000 4.066
1.618 4.015
2.618 3.932
4.250 3.796
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 4.214 4.203
PP 4.202 4.180
S1 4.191 4.158

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

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