NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 4.098 4.190 0.092 2.2% 4.063
High 4.170 4.195 0.025 0.6% 4.195
Low 4.044 4.131 0.087 2.2% 4.016
Close 4.169 4.187 0.018 0.4% 4.187
Range 0.126 0.064 -0.062 -49.2% 0.179
ATR 0.096 0.094 -0.002 -2.4% 0.000
Volume 22,777 28,721 5,944 26.1% 121,562
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.363 4.339 4.222
R3 4.299 4.275 4.205
R2 4.235 4.235 4.199
R1 4.211 4.211 4.193 4.191
PP 4.171 4.171 4.171 4.161
S1 4.147 4.147 4.181 4.127
S2 4.107 4.107 4.175
S3 4.043 4.083 4.169
S4 3.979 4.019 4.152
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.670 4.607 4.285
R3 4.491 4.428 4.236
R2 4.312 4.312 4.220
R1 4.249 4.249 4.203 4.281
PP 4.133 4.133 4.133 4.148
S1 4.070 4.070 4.171 4.102
S2 3.954 3.954 4.154
S3 3.775 3.891 4.138
S4 3.596 3.712 4.089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.195 4.016 0.179 4.3% 0.092 2.2% 96% True False 24,312
10 4.249 4.016 0.233 5.6% 0.095 2.3% 73% False False 25,048
20 4.283 3.990 0.293 7.0% 0.095 2.3% 67% False False 24,885
40 4.320 3.990 0.330 7.9% 0.094 2.2% 60% False False 23,008
60 4.548 3.950 0.598 14.3% 0.089 2.1% 40% False False 20,565
80 5.027 3.950 1.077 25.7% 0.091 2.2% 22% False False 18,380
100 5.027 3.950 1.077 25.7% 0.093 2.2% 22% False False 16,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.467
2.618 4.363
1.618 4.299
1.000 4.259
0.618 4.235
HIGH 4.195
0.618 4.171
0.500 4.163
0.382 4.155
LOW 4.131
0.618 4.091
1.000 4.067
1.618 4.027
2.618 3.963
4.250 3.859
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 4.179 4.160
PP 4.171 4.133
S1 4.163 4.106

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

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