NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 4.260 4.168 -0.092 -2.2% 4.063
High 4.305 4.191 -0.114 -2.6% 4.195
Low 4.146 4.058 -0.088 -2.1% 4.016
Close 4.153 4.081 -0.072 -1.7% 4.187
Range 0.159 0.133 -0.026 -16.4% 0.179
ATR 0.099 0.102 0.002 2.4% 0.000
Volume 36,649 33,672 -2,977 -8.1% 121,562
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.509 4.428 4.154
R3 4.376 4.295 4.118
R2 4.243 4.243 4.105
R1 4.162 4.162 4.093 4.136
PP 4.110 4.110 4.110 4.097
S1 4.029 4.029 4.069 4.003
S2 3.977 3.977 4.057
S3 3.844 3.896 4.044
S4 3.711 3.763 4.008
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 4.058 0.248 6.1% 0.111 2.7% 9% False True 31,093
10 4.306 4.016 0.290 7.1% 0.102 2.5% 22% False False 27,514
20 4.306 3.990 0.316 7.7% 0.100 2.4% 29% False False 26,303
40 4.320 3.990 0.330 8.1% 0.098 2.4% 28% False False 24,551
60 4.353 3.950 0.403 9.9% 0.091 2.2% 33% False False 21,678
80 5.027 3.950 1.077 26.4% 0.093 2.3% 12% False False 19,406
100 5.027 3.950 1.077 26.4% 0.093 2.3% 12% False False 17,636
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.756
2.618 4.539
1.618 4.406
1.000 4.324
0.618 4.273
HIGH 4.191
0.618 4.140
0.500 4.125
0.382 4.109
LOW 4.058
0.618 3.976
1.000 3.925
1.618 3.843
2.618 3.710
4.250 3.493
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 4.125 4.182
PP 4.110 4.148
S1 4.096 4.115

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

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