NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 4.036 4.000 -0.036 -0.9% 4.256
High 4.050 4.107 0.057 1.4% 4.271
Low 4.000 3.990 -0.010 -0.3% 3.995
Close 4.014 4.086 0.072 1.8% 4.014
Range 0.050 0.117 0.067 134.0% 0.276
ATR 0.092 0.093 0.002 2.0% 0.000
Volume 22,908 15,509 -7,399 -32.3% 93,543
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.412 4.366 4.150
R3 4.295 4.249 4.118
R2 4.178 4.178 4.107
R1 4.132 4.132 4.097 4.155
PP 4.061 4.061 4.061 4.073
S1 4.015 4.015 4.075 4.038
S2 3.944 3.944 4.065
S3 3.827 3.898 4.054
S4 3.710 3.781 4.022
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.921 4.744 4.166
R3 4.645 4.468 4.090
R2 4.369 4.369 4.065
R1 4.192 4.192 4.039 4.143
PP 4.093 4.093 4.093 4.069
S1 3.916 3.916 3.989 3.867
S2 3.817 3.817 3.963
S3 3.541 3.640 3.938
S4 3.265 3.364 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.271 3.990 0.281 6.9% 0.101 2.5% 34% False True 21,810
10 4.320 3.990 0.330 8.1% 0.094 2.3% 29% False True 21,317
20 4.320 3.990 0.330 8.1% 0.094 2.3% 29% False True 22,211
40 4.339 3.950 0.389 9.5% 0.088 2.2% 35% False False 19,540
60 5.027 3.950 1.077 26.4% 0.089 2.2% 13% False False 17,338
80 5.027 3.950 1.077 26.4% 0.091 2.2% 13% False False 15,657
100 5.052 3.950 1.102 27.0% 0.091 2.2% 12% False False 14,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.604
2.618 4.413
1.618 4.296
1.000 4.224
0.618 4.179
HIGH 4.107
0.618 4.062
0.500 4.049
0.382 4.035
LOW 3.990
0.618 3.918
1.000 3.873
1.618 3.801
2.618 3.684
4.250 3.493
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 4.074 4.074
PP 4.061 4.061
S1 4.049 4.049

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

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