NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 4.078 4.001 -0.077 -1.9% 4.133
High 4.108 4.019 -0.089 -2.2% 4.142
Low 3.972 3.933 -0.039 -1.0% 3.994
Close 3.980 3.967 -0.013 -0.3% 4.035
Range 0.136 0.086 -0.050 -36.8% 0.148
ATR 0.104 0.102 -0.001 -1.2% 0.000
Volume 53,788 37,364 -16,424 -30.5% 216,006
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.231 4.185 4.014
R3 4.145 4.099 3.991
R2 4.059 4.059 3.983
R1 4.013 4.013 3.975 3.993
PP 3.973 3.973 3.973 3.963
S1 3.927 3.927 3.959 3.907
S2 3.887 3.887 3.951
S3 3.801 3.841 3.943
S4 3.715 3.755 3.920
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 4.110 3.933 0.177 4.5% 0.096 2.4% 19% False True 48,956
10 4.192 3.933 0.259 6.5% 0.099 2.5% 13% False True 41,928
20 4.306 3.933 0.373 9.4% 0.100 2.5% 9% False True 34,234
40 4.320 3.933 0.387 9.8% 0.097 2.4% 9% False True 28,675
60 4.320 3.933 0.387 9.8% 0.096 2.4% 9% False True 25,549
80 4.727 3.933 0.794 20.0% 0.092 2.3% 4% False True 22,889
100 5.027 3.933 1.094 27.6% 0.093 2.3% 3% False True 20,591
120 5.052 3.933 1.119 28.2% 0.093 2.3% 3% False True 18,651
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.385
2.618 4.244
1.618 4.158
1.000 4.105
0.618 4.072
HIGH 4.019
0.618 3.986
0.500 3.976
0.382 3.966
LOW 3.933
0.618 3.880
1.000 3.847
1.618 3.794
2.618 3.708
4.250 3.568
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 3.976 4.021
PP 3.973 4.003
S1 3.970 3.985

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

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