NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 4.190 4.200 0.010 0.2% 4.063
High 4.195 4.299 0.104 2.5% 4.195
Low 4.131 4.174 0.043 1.0% 4.016
Close 4.187 4.292 0.105 2.5% 4.187
Range 0.064 0.125 0.061 95.3% 0.179
ATR 0.094 0.096 0.002 2.4% 0.000
Volume 28,721 22,291 -6,430 -22.4% 121,562
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.630 4.586 4.361
R3 4.505 4.461 4.326
R2 4.380 4.380 4.315
R1 4.336 4.336 4.303 4.358
PP 4.255 4.255 4.255 4.266
S1 4.211 4.211 4.281 4.233
S2 4.130 4.130 4.269
S3 4.005 4.086 4.258
S4 3.880 3.961 4.223
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 4.299 4.016 0.283 6.6% 0.102 2.4% 98% True False 23,547
10 4.299 4.016 0.283 6.6% 0.096 2.2% 98% True False 25,536
20 4.299 3.990 0.309 7.2% 0.098 2.3% 98% True False 24,612
40 4.320 3.990 0.330 7.7% 0.095 2.2% 92% False False 22,984
60 4.529 3.950 0.579 13.5% 0.090 2.1% 59% False False 20,699
80 5.027 3.950 1.077 25.1% 0.091 2.1% 32% False False 18,574
100 5.027 3.950 1.077 25.1% 0.093 2.2% 32% False False 16,939
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.626
1.618 4.501
1.000 4.424
0.618 4.376
HIGH 4.299
0.618 4.251
0.500 4.237
0.382 4.222
LOW 4.174
0.618 4.097
1.000 4.049
1.618 3.972
2.618 3.847
4.250 3.643
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 4.274 4.252
PP 4.255 4.212
S1 4.237 4.172

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

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