NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 4.057 4.098 0.041 1.0% 4.048
High 4.135 4.170 0.035 0.8% 4.249
Low 4.016 4.044 0.028 0.7% 4.046
Close 4.126 4.169 0.043 1.0% 4.063
Range 0.119 0.126 0.007 5.9% 0.203
ATR 0.094 0.096 0.002 2.4% 0.000
Volume 22,891 22,777 -114 -0.5% 128,926
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.506 4.463 4.238
R3 4.380 4.337 4.204
R2 4.254 4.254 4.192
R1 4.211 4.211 4.181 4.233
PP 4.128 4.128 4.128 4.138
S1 4.085 4.085 4.157 4.107
S2 4.002 4.002 4.146
S3 3.876 3.959 4.134
S4 3.750 3.833 4.100
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 4.170 4.016 0.154 3.7% 0.093 2.2% 99% True False 23,934
10 4.249 3.993 0.256 6.1% 0.095 2.3% 69% False False 24,984
20 4.320 3.990 0.330 7.9% 0.098 2.3% 54% False False 24,767
40 4.320 3.990 0.330 7.9% 0.095 2.3% 54% False False 22,627
60 4.580 3.950 0.630 15.1% 0.090 2.2% 35% False False 20,260
80 5.027 3.950 1.077 25.8% 0.091 2.2% 20% False False 18,123
100 5.027 3.950 1.077 25.8% 0.093 2.2% 20% False False 16,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.706
2.618 4.500
1.618 4.374
1.000 4.296
0.618 4.248
HIGH 4.170
0.618 4.122
0.500 4.107
0.382 4.092
LOW 4.044
0.618 3.966
1.000 3.918
1.618 3.840
2.618 3.714
4.250 3.509
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 4.148 4.144
PP 4.128 4.118
S1 4.107 4.093

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

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