NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 3.095 2.845 -0.250 -8.1% 3.084
High 3.130 3.096 -0.034 -1.1% 3.211
Low 2.882 2.805 -0.077 -2.7% 2.805
Close 2.889 3.003 0.114 3.9% 3.003
Range 0.248 0.291 0.043 17.3% 0.406
ATR 0.179 0.187 0.008 4.5% 0.000
Volume 115,576 109,122 -6,454 -5.6% 385,531
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.841 3.713 3.163
R3 3.550 3.422 3.083
R2 3.259 3.259 3.056
R1 3.131 3.131 3.030 3.195
PP 2.968 2.968 2.968 3.000
S1 2.840 2.840 2.976 2.904
S2 2.677 2.677 2.950
S3 2.386 2.549 2.923
S4 2.095 2.258 2.843
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.224 4.020 3.226
R3 3.818 3.614 3.115
R2 3.412 3.412 3.077
R1 3.208 3.208 3.040 3.107
PP 3.006 3.006 3.006 2.956
S1 2.802 2.802 2.966 2.701
S2 2.600 2.600 2.929
S3 2.194 2.396 2.891
S4 1.788 1.990 2.780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.211 2.805 0.406 13.5% 0.187 6.2% 49% False True 88,165
10 3.823 2.805 1.018 33.9% 0.185 6.2% 19% False True 83,153
20 3.950 2.805 1.145 38.1% 0.172 5.7% 17% False True 69,039
40 4.639 2.805 1.834 61.1% 0.184 6.1% 11% False True 51,062
60 4.639 2.805 1.834 61.1% 0.154 5.1% 11% False True 38,710
80 4.639 2.805 1.834 61.1% 0.139 4.6% 11% False True 31,246
100 4.639 2.805 1.834 61.1% 0.129 4.3% 11% False True 26,029
120 4.639 2.805 1.834 61.1% 0.120 4.0% 11% False True 22,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 163 trading days
Fibonacci Retracements and Extensions
4.250 4.333
2.618 3.858
1.618 3.567
1.000 3.387
0.618 3.276
HIGH 3.096
0.618 2.985
0.500 2.951
0.382 2.916
LOW 2.805
0.618 2.625
1.000 2.514
1.618 2.334
2.618 2.043
4.250 1.568
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 2.986 2.999
PP 2.968 2.995
S1 2.951 2.992

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

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