NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	3.170	3.067	-0.103	-3.2%	3.350
High	3.190	3.098	-0.092	-2.9%	3.351
Low	3.003	2.973	-0.030	-1.0%	2.973
Close	3.030	3.007	-0.023	-0.8%	3.007
Range	0.187	0.125	-0.062	-33.2%	0.378
ATR	0.190	0.185	-0.005	-2.4%	0.000
Volume	50,879	37,868	-13,011	-25.6%	333,521

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.401	3.329	3.076
R3	3.276	3.204	3.041
R2	3.151	3.151	3.030
R1	3.079	3.079	3.018	3.053
PP	3.026	3.026	3.026	3.013
S1	2.954	2.954	2.996	2.928
S2	2.901	2.901	2.984
S3	2.776	2.829	2.973
S4	2.651	2.704	2.938

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.244	4.004	3.215
R3	3.866	3.626	3.111
R2	3.488	3.488	3.076
R1	3.248	3.248	3.042	3.179
PP	3.110	3.110	3.110	3.076
S1	2.870	2.870	2.972	2.801
S2	2.732	2.732	2.938
S3	2.354	2.492	2.903
S4	1.976	2.114	2.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.677	2.973	0.704	23.4%	0.182	6.0%	5%	False	True	90,707
10	3.936	2.973	0.963	32.0%	0.179	6.0%	4%	False	True	104,312
20	4.367	2.973	1.394	46.4%	0.170	5.7%	2%	False	True	125,826
40	4.689	2.973	1.716	57.1%	0.182	6.0%	2%	False	True	115,246
60	4.689	2.973	1.716	57.1%	0.154	5.1%	2%	False	True	89,085
80	4.689	2.973	1.716	57.1%	0.139	4.6%	2%	False	True	73,294
100	4.689	2.973	1.716	57.1%	0.131	4.3%	2%	False	True	63,090
120	4.689	2.973	1.716	57.1%	0.122	4.0%	2%	False	True	55,251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.027
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.629
2.618	3.425
1.618	3.300
1.000	3.223
0.618	3.175
HIGH	3.098
0.618	3.050
0.500	3.036
0.382	3.021
LOW	2.973
0.618	2.896
1.000	2.848
1.618	2.771
2.618	2.646
4.250	2.442

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	3.036	3.104
PP	3.026	3.071
S1	3.017	3.039

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols