NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 4.078 4.136 0.058 1.4% 3.767
High 4.151 4.271 0.120 2.9% 4.028
Low 4.072 4.132 0.060 1.5% 3.707
Close 4.145 4.226 0.081 2.0% 3.959
Range 0.079 0.139 0.060 75.9% 0.321
ATR 0.109 0.111 0.002 2.0% 0.000
Volume 74,796 76,296 1,500 2.0% 183,673
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 4.627 4.565 4.302
R3 4.488 4.426 4.264
R2 4.349 4.349 4.251
R1 4.287 4.287 4.239 4.318
PP 4.210 4.210 4.210 4.225
S1 4.148 4.148 4.213 4.179
S2 4.071 4.071 4.201
S3 3.932 4.009 4.188
S4 3.793 3.870 4.150
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.861 4.731 4.136
R3 4.540 4.410 4.047
R2 4.219 4.219 4.018
R1 4.089 4.089 3.988 4.154
PP 3.898 3.898 3.898 3.931
S1 3.768 3.768 3.930 3.833
S2 3.577 3.577 3.900
S3 3.256 3.447 3.871
S4 2.935 3.126 3.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.271 3.781 0.490 11.6% 0.115 2.7% 91% True False 55,076
10 4.271 3.707 0.564 13.3% 0.105 2.5% 92% True False 43,215
20 4.271 3.707 0.564 13.3% 0.097 2.3% 92% True False 42,212
40 4.306 3.707 0.599 14.2% 0.098 2.3% 87% False False 34,901
60 4.320 3.707 0.613 14.5% 0.098 2.3% 85% False False 30,679
80 4.326 3.707 0.619 14.6% 0.094 2.2% 84% False False 27,364
100 5.027 3.707 1.320 31.2% 0.094 2.2% 39% False False 24,399
120 5.027 3.707 1.320 31.2% 0.093 2.2% 39% False False 22,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.862
2.618 4.635
1.618 4.496
1.000 4.410
0.618 4.357
HIGH 4.271
0.618 4.218
0.500 4.202
0.382 4.185
LOW 4.132
0.618 4.046
1.000 3.993
1.618 3.907
2.618 3.768
4.250 3.541
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 4.218 4.182
PP 4.210 4.138
S1 4.202 4.094

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

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