NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	4.144	4.032	-0.112	-2.7%	4.000
High	4.151	4.060	-0.091	-2.2%	4.203
Low	4.018	3.993	-0.025	-0.6%	3.990
Close	4.027	4.059	0.032	0.8%	4.059
Range	0.133	0.067	-0.066	-49.6%	0.213
ATR	0.096	0.094	-0.002	-2.1%	0.000
Volume	20,375	28,078	7,703	37.8%	125,931

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.238	4.216	4.096
R3	4.171	4.149	4.077
R2	4.104	4.104	4.071
R1	4.082	4.082	4.065	4.093
PP	4.037	4.037	4.037	4.043
S1	4.015	4.015	4.053	4.026
S2	3.970	3.970	4.047
S3	3.903	3.948	4.041
S4	3.836	3.881	4.022

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.723	4.604	4.176
R3	4.510	4.391	4.118
R2	4.297	4.297	4.098
R1	4.178	4.178	4.079	4.238
PP	4.084	4.084	4.084	4.114
S1	3.965	3.965	4.039	4.025
S2	3.871	3.871	4.020
S3	3.658	3.752	4.000
S4	3.445	3.539	3.942

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	5.2%	0.100	2.5%	32%	False	False	25,186
10	4.283	3.990	0.293	7.2%	0.094	2.3%	24%	False	False	24,722
20	4.320	3.990	0.330	8.1%	0.094	2.3%	21%	False	False	22,233
40	4.320	3.950	0.370	9.1%	0.090	2.2%	29%	False	False	21,055
60	4.836	3.950	0.886	21.8%	0.089	2.2%	12%	False	False	18,379
80	5.027	3.950	1.077	26.5%	0.091	2.2%	10%	False	False	16,640
100	5.052	3.950	1.102	27.1%	0.091	2.2%	10%	False	False	14,992

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.345
2.618	4.235
1.618	4.168
1.000	4.127
0.618	4.101
HIGH	4.060
0.618	4.034
0.500	4.027
0.382	4.019
LOW	3.993
0.618	3.952
1.000	3.926
1.618	3.885
2.618	3.818
4.250	3.708

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	4.048	4.087
PP	4.037	4.077
S1	4.027	4.068

Download as Excel Spreadsheet

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

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