NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 4.063 4.064 0.001 0.0% 4.048
High 4.096 4.112 0.016 0.4% 4.249
Low 4.024 4.035 0.011 0.3% 4.046
Close 4.068 4.037 -0.031 -0.8% 4.063
Range 0.072 0.077 0.005 6.9% 0.203
ATR 0.093 0.092 -0.001 -1.2% 0.000
Volume 26,117 21,056 -5,061 -19.4% 128,926
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.292 4.242 4.079
R3 4.215 4.165 4.058
R2 4.138 4.138 4.051
R1 4.088 4.088 4.044 4.075
PP 4.061 4.061 4.061 4.055
S1 4.011 4.011 4.030 3.998
S2 3.984 3.984 4.023
S3 3.907 3.934 4.016
S4 3.830 3.857 3.995
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 4.024 0.225 5.6% 0.079 2.0% 6% False False 24,999
10 4.249 3.993 0.256 6.3% 0.089 2.2% 17% False False 26,339
20 4.320 3.990 0.330 8.2% 0.094 2.3% 14% False False 24,331
40 4.320 3.960 0.360 8.9% 0.093 2.3% 21% False False 22,175
60 4.611 3.950 0.661 16.4% 0.088 2.2% 13% False False 19,936
80 5.027 3.950 1.077 26.7% 0.090 2.2% 8% False False 17,814
100 5.027 3.950 1.077 26.7% 0.092 2.3% 8% False False 16,250
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.439
2.618 4.314
1.618 4.237
1.000 4.189
0.618 4.160
HIGH 4.112
0.618 4.083
0.500 4.074
0.382 4.064
LOW 4.035
0.618 3.987
1.000 3.958
1.618 3.910
2.618 3.833
4.250 3.708
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 4.074 4.075
PP 4.061 4.062
S1 4.049 4.050

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

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