NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 4.025 4.078 0.053 1.3% 4.133
High 4.089 4.108 0.019 0.5% 4.142
Low 3.995 3.972 -0.023 -0.6% 3.994
Close 4.080 3.980 -0.100 -2.5% 4.035
Range 0.094 0.136 0.042 44.7% 0.148
ATR 0.101 0.104 0.002 2.5% 0.000
Volume 41,213 53,788 12,575 30.5% 216,006
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.428 4.340 4.055
R3 4.292 4.204 4.017
R2 4.156 4.156 4.005
R1 4.068 4.068 3.992 4.044
PP 4.020 4.020 4.020 4.008
S1 3.932 3.932 3.968 3.908
S2 3.884 3.884 3.955
S3 3.748 3.796 3.943
S4 3.612 3.660 3.905
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 4.114 3.972 0.142 3.6% 0.098 2.5% 6% False True 52,194
10 4.305 3.972 0.333 8.4% 0.107 2.7% 2% False True 41,856
20 4.306 3.972 0.334 8.4% 0.099 2.5% 2% False True 33,719
40 4.320 3.972 0.348 8.7% 0.097 2.4% 2% False True 28,146
60 4.320 3.950 0.370 9.3% 0.096 2.4% 8% False False 25,320
80 4.727 3.950 0.777 19.5% 0.092 2.3% 4% False False 22,580
100 5.027 3.950 1.077 27.1% 0.092 2.3% 3% False False 20,339
120 5.052 3.950 1.102 27.7% 0.093 2.3% 3% False False 18,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.686
2.618 4.464
1.618 4.328
1.000 4.244
0.618 4.192
HIGH 4.108
0.618 4.056
0.500 4.040
0.382 4.024
LOW 3.972
0.618 3.888
1.000 3.836
1.618 3.752
2.618 3.616
4.250 3.394
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 4.040 4.040
PP 4.020 4.020
S1 4.000 4.000

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

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