NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 4.220 4.117 -0.103 -2.4% 4.048
High 4.235 4.125 -0.110 -2.6% 4.249
Low 4.111 4.056 -0.055 -1.3% 4.046
Close 4.126 4.063 -0.063 -1.5% 4.063
Range 0.124 0.069 -0.055 -44.4% 0.203
ATR 0.097 0.095 -0.002 -2.0% 0.000
Volume 23,931 26,831 2,900 12.1% 128,926
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.288 4.245 4.101
R3 4.219 4.176 4.082
R2 4.150 4.150 4.076
R1 4.107 4.107 4.069 4.094
PP 4.081 4.081 4.081 4.075
S1 4.038 4.038 4.057 4.025
S2 4.012 4.012 4.050
S3 3.943 3.969 4.044
S4 3.874 3.900 4.025
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.728 4.599 4.175
R3 4.525 4.396 4.119
R2 4.322 4.322 4.100
R1 4.193 4.193 4.082 4.258
PP 4.119 4.119 4.119 4.152
S1 3.990 3.990 4.044 4.055
S2 3.916 3.916 4.026
S3 3.713 3.787 4.007
S4 3.510 3.584 3.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 4.046 0.203 5.0% 0.098 2.4% 8% False False 25,785
10 4.249 3.990 0.259 6.4% 0.099 2.4% 28% False False 25,485
20 4.320 3.990 0.330 8.1% 0.093 2.3% 22% False False 23,878
40 4.320 3.950 0.370 9.1% 0.094 2.3% 31% False False 21,647
60 4.721 3.950 0.771 19.0% 0.090 2.2% 15% False False 19,595
80 5.027 3.950 1.077 26.5% 0.090 2.2% 10% False False 17,609
100 5.052 3.950 1.102 27.1% 0.092 2.3% 10% False False 15,942
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.418
2.618 4.306
1.618 4.237
1.000 4.194
0.618 4.168
HIGH 4.125
0.618 4.099
0.500 4.091
0.382 4.082
LOW 4.056
0.618 4.013
1.000 3.987
1.618 3.944
2.618 3.875
4.250 3.763
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 4.091 4.153
PP 4.081 4.123
S1 4.072 4.093

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

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