NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 3.978 3.910 -0.068 -1.7% 4.025
High 3.978 3.929 -0.049 -1.2% 4.108
Low 3.898 3.843 -0.055 -1.4% 3.898
Close 3.951 3.851 -0.100 -2.5% 3.951
Range 0.080 0.086 0.006 7.5% 0.210
ATR 0.100 0.101 0.001 0.6% 0.000
Volume 31,260 25,017 -6,243 -20.0% 196,398
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.132 4.078 3.898
R3 4.046 3.992 3.875
R2 3.960 3.960 3.867
R1 3.906 3.906 3.859 3.890
PP 3.874 3.874 3.874 3.867
S1 3.820 3.820 3.843 3.804
S2 3.788 3.788 3.835
S3 3.702 3.734 3.827
S4 3.616 3.648 3.804
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.616 4.493 4.067
R3 4.406 4.283 4.009
R2 4.196 4.196 3.990
R1 4.073 4.073 3.970 4.030
PP 3.986 3.986 3.986 3.964
S1 3.863 3.863 3.932 3.820
S2 3.776 3.776 3.913
S3 3.566 3.653 3.893
S4 3.356 3.443 3.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.108 3.843 0.265 6.9% 0.096 2.5% 3% False True 36,040
10 4.140 3.843 0.297 7.7% 0.093 2.4% 3% False True 41,257
20 4.306 3.843 0.463 12.0% 0.100 2.6% 2% False True 34,842
40 4.320 3.843 0.477 12.4% 0.097 2.5% 2% False True 29,387
60 4.320 3.843 0.477 12.4% 0.096 2.5% 2% False True 26,213
80 4.611 3.843 0.768 19.9% 0.091 2.4% 1% False True 23,628
100 5.027 3.843 1.184 30.7% 0.092 2.4% 1% False True 21,186
120 5.027 3.843 1.184 30.7% 0.093 2.4% 1% False True 19,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.295
2.618 4.154
1.618 4.068
1.000 4.015
0.618 3.982
HIGH 3.929
0.618 3.896
0.500 3.886
0.382 3.876
LOW 3.843
0.618 3.790
1.000 3.757
1.618 3.704
2.618 3.618
4.250 3.478
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 3.886 3.923
PP 3.874 3.899
S1 3.863 3.875

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

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