NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 4.032 4.048 0.016 0.4% 4.000
High 4.060 4.160 0.100 2.5% 4.203
Low 3.993 4.046 0.053 1.3% 3.990
Close 4.059 4.149 0.090 2.2% 4.059
Range 0.067 0.114 0.047 70.1% 0.213
ATR 0.094 0.095 0.001 1.5% 0.000
Volume 28,078 17,414 -10,664 -38.0% 125,931
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.460 4.419 4.212
R3 4.346 4.305 4.180
R2 4.232 4.232 4.170
R1 4.191 4.191 4.159 4.212
PP 4.118 4.118 4.118 4.129
S1 4.077 4.077 4.139 4.098
S2 4.004 4.004 4.128
S3 3.890 3.963 4.118
S4 3.776 3.849 4.086
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 3.993 0.210 5.1% 0.099 2.4% 74% False False 25,567
10 4.271 3.990 0.281 6.8% 0.100 2.4% 57% False False 23,688
20 4.320 3.990 0.330 8.0% 0.094 2.3% 48% False False 21,789
40 4.320 3.950 0.370 8.9% 0.092 2.2% 54% False False 20,547
60 4.762 3.950 0.812 19.6% 0.089 2.1% 25% False False 18,529
80 5.027 3.950 1.077 26.0% 0.091 2.2% 18% False False 16,667
100 5.052 3.950 1.102 26.6% 0.092 2.2% 18% False False 15,107
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.645
2.618 4.458
1.618 4.344
1.000 4.274
0.618 4.230
HIGH 4.160
0.618 4.116
0.500 4.103
0.382 4.090
LOW 4.046
0.618 3.976
1.000 3.932
1.618 3.862
2.618 3.748
4.250 3.562
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 4.134 4.125
PP 4.118 4.101
S1 4.103 4.077

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

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