NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 4.031 4.025 -0.006 -0.1% 4.133
High 4.060 4.089 0.029 0.7% 4.142
Low 4.012 3.995 -0.017 -0.4% 3.994
Close 4.035 4.080 0.045 1.1% 4.035
Range 0.048 0.094 0.046 95.8% 0.148
ATR 0.102 0.101 -0.001 -0.5% 0.000
Volume 62,181 41,213 -20,968 -33.7% 216,006
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.337 4.302 4.132
R3 4.243 4.208 4.106
R2 4.149 4.149 4.097
R1 4.114 4.114 4.089 4.132
PP 4.055 4.055 4.055 4.063
S1 4.020 4.020 4.071 4.038
S2 3.961 3.961 4.063
S3 3.867 3.926 4.054
S4 3.773 3.832 4.028
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.501 4.416 4.116
R3 4.353 4.268 4.076
R2 4.205 4.205 4.062
R1 4.120 4.120 4.049 4.089
PP 4.057 4.057 4.057 4.041
S1 3.972 3.972 4.021 3.941
S2 3.909 3.909 4.008
S3 3.761 3.824 3.994
S4 3.613 3.676 3.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.140 3.994 0.146 3.6% 0.091 2.2% 59% False False 46,474
10 4.306 3.994 0.312 7.6% 0.101 2.5% 28% False False 39,891
20 4.306 3.994 0.312 7.6% 0.098 2.4% 28% False False 32,713
40 4.320 3.990 0.330 8.1% 0.096 2.4% 27% False False 27,251
60 4.320 3.950 0.370 9.1% 0.094 2.3% 35% False False 24,602
80 4.762 3.950 0.812 19.9% 0.091 2.2% 16% False False 22,075
100 5.027 3.950 1.077 26.4% 0.092 2.3% 12% False False 19,877
120 5.052 3.950 1.102 27.0% 0.093 2.3% 12% False False 18,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.489
2.618 4.335
1.618 4.241
1.000 4.183
0.618 4.147
HIGH 4.089
0.618 4.053
0.500 4.042
0.382 4.031
LOW 3.995
0.618 3.937
1.000 3.901
1.618 3.843
2.618 3.749
4.250 3.596
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 4.067 4.071
PP 4.055 4.061
S1 4.042 4.052

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

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