NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 4.277 4.260 -0.017 -0.4% 4.063
High 4.306 4.305 -0.001 0.0% 4.195
Low 4.230 4.146 -0.084 -2.0% 4.016
Close 4.252 4.153 -0.099 -2.3% 4.187
Range 0.076 0.159 0.083 109.2% 0.179
ATR 0.095 0.099 0.005 4.9% 0.000
Volume 34,135 36,649 2,514 7.4% 121,562
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.678 4.575 4.240
R3 4.519 4.416 4.197
R2 4.360 4.360 4.182
R1 4.257 4.257 4.168 4.229
PP 4.201 4.201 4.201 4.188
S1 4.098 4.098 4.138 4.070
S2 4.042 4.042 4.124
S3 3.883 3.939 4.109
S4 3.724 3.780 4.066
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 4.044 0.262 6.3% 0.110 2.6% 42% False False 28,914
10 4.306 4.016 0.290 7.0% 0.101 2.4% 47% False False 26,539
20 4.306 3.990 0.316 7.6% 0.097 2.3% 52% False False 25,923
40 4.320 3.990 0.330 7.9% 0.096 2.3% 49% False False 24,098
60 4.384 3.950 0.434 10.5% 0.090 2.2% 47% False False 21,418
80 5.027 3.950 1.077 25.9% 0.092 2.2% 19% False False 19,159
100 5.027 3.950 1.077 25.9% 0.093 2.2% 19% False False 17,403
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 0.029
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.981
2.618 4.721
1.618 4.562
1.000 4.464
0.618 4.403
HIGH 4.305
0.618 4.244
0.500 4.226
0.382 4.207
LOW 4.146
0.618 4.048
1.000 3.987
1.618 3.889
2.618 3.730
4.250 3.470
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 4.226 4.226
PP 4.201 4.202
S1 4.177 4.177

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

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