NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 4.000 4.101 0.101 2.5% 4.256
High 4.107 4.203 0.096 2.3% 4.271
Low 3.990 4.068 0.078 2.0% 3.995
Close 4.086 4.173 0.087 2.1% 4.014
Range 0.117 0.135 0.018 15.4% 0.276
ATR 0.093 0.096 0.003 3.2% 0.000
Volume 15,509 23,129 7,620 49.1% 93,543
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.553 4.498 4.247
R3 4.418 4.363 4.210
R2 4.283 4.283 4.198
R1 4.228 4.228 4.185 4.256
PP 4.148 4.148 4.148 4.162
S1 4.093 4.093 4.161 4.121
S2 4.013 4.013 4.148
S3 3.878 3.958 4.136
S4 3.743 3.823 4.099
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 4.203 3.990 0.213 5.1% 0.092 2.2% 86% True False 22,936
10 4.320 3.990 0.330 7.9% 0.099 2.4% 55% False False 22,323
20 4.320 3.990 0.330 7.9% 0.097 2.3% 55% False False 22,235
40 4.326 3.950 0.376 9.0% 0.090 2.2% 59% False False 19,827
60 5.027 3.950 1.077 25.8% 0.091 2.2% 21% False False 17,397
80 5.027 3.950 1.077 25.8% 0.090 2.2% 21% False False 15,821
100 5.052 3.950 1.102 26.4% 0.092 2.2% 20% False False 14,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.556
1.618 4.421
1.000 4.338
0.618 4.286
HIGH 4.203
0.618 4.151
0.500 4.136
0.382 4.120
LOW 4.068
0.618 3.985
1.000 3.933
1.618 3.850
2.618 3.715
4.250 3.494
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 4.161 4.148
PP 4.148 4.122
S1 4.136 4.097

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

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