NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 4.079 4.114 0.035 0.9% 4.200
High 4.140 4.114 -0.026 -0.6% 4.306
Low 4.039 4.020 -0.019 -0.5% 4.058
Close 4.134 4.037 -0.097 -2.3% 4.185
Range 0.101 0.094 -0.007 -6.9% 0.248
ATR 0.104 0.105 0.001 0.7% 0.000
Volume 25,192 53,554 28,362 112.6% 163,985
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.339 4.282 4.089
R3 4.245 4.188 4.063
R2 4.151 4.151 4.054
R1 4.094 4.094 4.046 4.076
PP 4.057 4.057 4.057 4.048
S1 4.000 4.000 4.028 3.982
S2 3.963 3.963 4.020
S3 3.869 3.906 4.011
S4 3.775 3.812 3.985
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 4.192 4.020 0.172 4.3% 0.103 2.5% 10% False True 34,900
10 4.306 4.020 0.286 7.1% 0.106 2.6% 6% False True 31,907
20 4.306 3.993 0.313 7.8% 0.101 2.5% 14% False False 28,325
40 4.320 3.990 0.330 8.2% 0.099 2.5% 14% False False 25,607
60 4.320 3.950 0.370 9.2% 0.093 2.3% 24% False False 23,045
80 4.915 3.950 0.965 23.9% 0.092 2.3% 9% False False 20,464
100 5.027 3.950 1.077 26.7% 0.093 2.3% 8% False False 18,599
120 5.052 3.950 1.102 27.3% 0.092 2.3% 8% False False 16,946
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.514
2.618 4.360
1.618 4.266
1.000 4.208
0.618 4.172
HIGH 4.114
0.618 4.078
0.500 4.067
0.382 4.056
LOW 4.020
0.618 3.962
1.000 3.926
1.618 3.868
2.618 3.774
4.250 3.621
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 4.067 4.081
PP 4.057 4.066
S1 4.047 4.052

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

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