NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 4.167 4.144 -0.023 -0.6% 4.256
High 4.180 4.151 -0.029 -0.7% 4.271
Low 4.132 4.018 -0.114 -2.8% 3.995
Close 4.149 4.027 -0.122 -2.9% 4.014
Range 0.048 0.133 0.085 177.1% 0.276
ATR 0.093 0.096 0.003 3.1% 0.000
Volume 38,840 20,375 -18,465 -47.5% 93,543
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.464 4.379 4.100
R3 4.331 4.246 4.064
R2 4.198 4.198 4.051
R1 4.113 4.113 4.039 4.089
PP 4.065 4.065 4.065 4.054
S1 3.980 3.980 4.015 3.956
S2 3.932 3.932 4.003
S3 3.799 3.847 3.990
S4 3.666 3.714 3.954
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 5.3% 0.097 2.4% 17% False False 24,152
10 4.320 3.990 0.330 8.2% 0.100 2.5% 11% False False 24,550
20 4.320 3.990 0.330 8.2% 0.097 2.4% 11% False False 22,636
40 4.320 3.950 0.370 9.2% 0.092 2.3% 21% False False 20,623
60 4.915 3.950 0.965 24.0% 0.090 2.2% 8% False False 18,014
80 5.027 3.950 1.077 26.7% 0.091 2.3% 7% False False 16,383
100 5.052 3.950 1.102 27.4% 0.091 2.3% 7% False False 14,792
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.716
2.618 4.499
1.618 4.366
1.000 4.284
0.618 4.233
HIGH 4.151
0.618 4.100
0.500 4.085
0.382 4.069
LOW 4.018
0.618 3.936
1.000 3.885
1.618 3.803
2.618 3.670
4.250 3.453
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 4.085 4.111
PP 4.065 4.083
S1 4.046 4.055

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

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