NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 4.114 4.035 -0.079 -1.9% 4.200
High 4.114 4.110 -0.004 -0.1% 4.306
Low 4.020 3.994 -0.026 -0.6% 4.058
Close 4.037 4.023 -0.014 -0.3% 4.185
Range 0.094 0.116 0.022 23.4% 0.248
ATR 0.105 0.106 0.001 0.8% 0.000
Volume 53,554 50,234 -3,320 -6.2% 163,985
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.390 4.323 4.087
R3 4.274 4.207 4.055
R2 4.158 4.158 4.044
R1 4.091 4.091 4.034 4.067
PP 4.042 4.042 4.042 4.030
S1 3.975 3.975 4.012 3.951
S2 3.926 3.926 4.002
S3 3.810 3.859 3.991
S4 3.694 3.743 3.959
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 3.994 0.198 4.9% 0.099 2.5% 15% False True 38,212
10 4.306 3.994 0.312 7.8% 0.105 2.6% 9% False True 34,653
20 4.306 3.993 0.313 7.8% 0.100 2.5% 10% False False 29,818
40 4.320 3.990 0.330 8.2% 0.098 2.4% 10% False False 26,227
60 4.320 3.950 0.370 9.2% 0.095 2.4% 20% False False 23,688
80 4.915 3.950 0.965 24.0% 0.092 2.3% 8% False False 20,965
100 5.027 3.950 1.077 26.8% 0.093 2.3% 7% False False 19,070
120 5.052 3.950 1.102 27.4% 0.093 2.3% 7% False False 17,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.603
2.618 4.414
1.618 4.298
1.000 4.226
0.618 4.182
HIGH 4.110
0.618 4.066
0.500 4.052
0.382 4.038
LOW 3.994
0.618 3.922
1.000 3.878
1.618 3.806
2.618 3.690
4.250 3.501
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 4.052 4.067
PP 4.042 4.052
S1 4.033 4.038

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

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