NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 4.168 4.100 -0.068 -1.6% 4.200
High 4.191 4.192 0.001 0.0% 4.306
Low 4.058 4.096 0.038 0.9% 4.058
Close 4.081 4.185 0.104 2.5% 4.185
Range 0.133 0.096 -0.037 -27.8% 0.248
ATR 0.102 0.102 0.001 0.7% 0.000
Volume 33,672 37,238 3,566 10.6% 163,985
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.446 4.411 4.238
R3 4.350 4.315 4.211
R2 4.254 4.254 4.203
R1 4.219 4.219 4.194 4.237
PP 4.158 4.158 4.158 4.166
S1 4.123 4.123 4.176 4.141
S2 4.062 4.062 4.167
S3 3.966 4.027 4.159
S4 3.870 3.931 4.132
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.927 4.804 4.321
R3 4.679 4.556 4.253
R2 4.431 4.431 4.230
R1 4.308 4.308 4.208 4.246
PP 4.183 4.183 4.183 4.152
S1 4.060 4.060 4.162 3.998
S2 3.935 3.935 4.140
S3 3.687 3.812 4.117
S4 3.439 3.564 4.049
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 5.9% 0.118 2.8% 51% False False 32,797
10 4.306 4.016 0.290 6.9% 0.105 2.5% 58% False False 28,554
20 4.306 3.990 0.316 7.6% 0.102 2.4% 62% False False 27,020
40 4.320 3.990 0.330 7.9% 0.098 2.3% 59% False False 25,015
60 4.339 3.950 0.389 9.3% 0.092 2.2% 60% False False 22,050
80 5.027 3.950 1.077 25.7% 0.094 2.2% 22% False False 19,689
100 5.027 3.950 1.077 25.7% 0.093 2.2% 22% False False 17,883
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.600
2.618 4.443
1.618 4.347
1.000 4.288
0.618 4.251
HIGH 4.192
0.618 4.155
0.500 4.144
0.382 4.133
LOW 4.096
0.618 4.037
1.000 4.000
1.618 3.941
2.618 3.845
4.250 3.688
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 4.171 4.184
PP 4.158 4.183
S1 4.144 4.182

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

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