NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 4.100 4.133 0.033 0.8% 4.200
High 4.192 4.142 -0.050 -1.2% 4.306
Low 4.096 4.053 -0.043 -1.0% 4.058
Close 4.185 4.064 -0.121 -2.9% 4.185
Range 0.096 0.089 -0.007 -7.3% 0.248
ATR 0.102 0.104 0.002 2.1% 0.000
Volume 37,238 24,845 -12,393 -33.3% 163,985
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.353 4.298 4.113
R3 4.264 4.209 4.088
R2 4.175 4.175 4.080
R1 4.120 4.120 4.072 4.103
PP 4.086 4.086 4.086 4.078
S1 4.031 4.031 4.056 4.014
S2 3.997 3.997 4.048
S3 3.908 3.942 4.040
S4 3.819 3.853 4.015
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 4.053 0.253 6.2% 0.111 2.7% 4% False True 33,307
10 4.306 4.016 0.290 7.1% 0.106 2.6% 17% False False 28,427
20 4.306 3.993 0.313 7.7% 0.101 2.5% 23% False False 27,487
40 4.320 3.990 0.330 8.1% 0.097 2.4% 22% False False 24,849
60 4.339 3.950 0.389 9.6% 0.092 2.3% 29% False False 22,189
80 5.027 3.950 1.077 26.5% 0.092 2.3% 11% False False 19,875
100 5.027 3.950 1.077 26.5% 0.093 2.3% 11% False False 18,023
120 5.052 3.950 1.102 27.1% 0.093 2.3% 10% False False 16,370
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.520
2.618 4.375
1.618 4.286
1.000 4.231
0.618 4.197
HIGH 4.142
0.618 4.108
0.500 4.098
0.382 4.087
LOW 4.053
0.618 3.998
1.000 3.964
1.618 3.909
2.618 3.820
4.250 3.675
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 4.098 4.123
PP 4.086 4.103
S1 4.075 4.084

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

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