NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 4.200 4.277 0.077 1.8% 4.063
High 4.299 4.306 0.007 0.2% 4.195
Low 4.174 4.230 0.056 1.3% 4.016
Close 4.292 4.252 -0.040 -0.9% 4.187
Range 0.125 0.076 -0.049 -39.2% 0.179
ATR 0.096 0.095 -0.001 -1.5% 0.000
Volume 22,291 34,135 11,844 53.1% 121,562
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.491 4.447 4.294
R3 4.415 4.371 4.273
R2 4.339 4.339 4.266
R1 4.295 4.295 4.259 4.279
PP 4.263 4.263 4.263 4.255
S1 4.219 4.219 4.245 4.203
S2 4.187 4.187 4.238
S3 4.111 4.143 4.231
S4 4.035 4.067 4.210
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 4.306 4.016 0.290 6.8% 0.102 2.4% 81% True False 26,163
10 4.306 4.016 0.290 6.8% 0.091 2.1% 81% True False 25,581
20 4.306 3.990 0.316 7.4% 0.093 2.2% 83% True False 25,444
40 4.320 3.990 0.330 7.8% 0.094 2.2% 79% False False 23,503
60 4.389 3.950 0.439 10.3% 0.089 2.1% 69% False False 21,060
80 5.027 3.950 1.077 25.3% 0.092 2.2% 28% False False 18,825
100 5.027 3.950 1.077 25.3% 0.092 2.2% 28% False False 17,201
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.629
2.618 4.505
1.618 4.429
1.000 4.382
0.618 4.353
HIGH 4.306
0.618 4.277
0.500 4.268
0.382 4.259
LOW 4.230
0.618 4.183
1.000 4.154
1.618 4.107
2.618 4.031
4.250 3.907
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 4.268 4.241
PP 4.263 4.230
S1 4.257 4.219

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

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