NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 4.237 4.302 0.065 1.5% 3.767
High 4.409 4.533 0.124 2.8% 4.028
Low 4.229 4.202 -0.027 -0.6% 3.707
Close 4.287 4.486 0.199 4.6% 3.959
Range 0.180 0.331 0.151 83.9% 0.321
ATR 0.116 0.132 0.015 13.2% 0.000
Volume 97,041 100,472 3,431 3.5% 183,673
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 5.400 5.274 4.668
R3 5.069 4.943 4.577
R2 4.738 4.738 4.547
R1 4.612 4.612 4.516 4.675
PP 4.407 4.407 4.407 4.439
S1 4.281 4.281 4.456 4.344
S2 4.076 4.076 4.425
S3 3.745 3.950 4.395
S4 3.414 3.619 4.304
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 4.533 3.916 0.617 13.8% 0.168 3.7% 92% True False 76,257
10 4.533 3.707 0.826 18.4% 0.141 3.1% 94% True False 57,397
20 4.533 3.707 0.826 18.4% 0.113 2.5% 94% True False 46,899
40 4.533 3.707 0.826 18.4% 0.106 2.4% 94% True False 38,358
60 4.533 3.707 0.826 18.4% 0.103 2.3% 94% True False 33,118
80 4.533 3.707 0.826 18.4% 0.099 2.2% 94% True False 29,491
100 4.915 3.707 1.208 26.9% 0.096 2.1% 64% False False 26,152
120 5.027 3.707 1.320 29.4% 0.096 2.1% 59% False False 23,708
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 0.029
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 5.940
2.618 5.400
1.618 5.069
1.000 4.864
0.618 4.738
HIGH 4.533
0.618 4.407
0.500 4.368
0.382 4.328
LOW 4.202
0.618 3.997
1.000 3.871
1.618 3.666
2.618 3.335
4.250 2.795
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 4.447 4.435
PP 4.407 4.384
S1 4.368 4.333

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

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