NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 2.845 3.076 0.231 8.1% 3.084
High 3.096 3.176 0.080 2.6% 3.211
Low 2.805 2.875 0.070 2.5% 2.805
Close 3.003 2.882 -0.121 -4.0% 3.003
Range 0.291 0.301 0.010 3.4% 0.406
ATR 0.187 0.195 0.008 4.3% 0.000
Volume 109,122 141,783 32,661 29.9% 385,531
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.881 3.682 3.048
R3 3.580 3.381 2.965
R2 3.279 3.279 2.937
R1 3.080 3.080 2.910 3.029
PP 2.978 2.978 2.978 2.952
S1 2.779 2.779 2.854 2.728
S2 2.677 2.677 2.827
S3 2.376 2.478 2.799
S4 2.075 2.177 2.716
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 14.1% 0.221 7.7% 19% False False 105,462
10 3.704 2.805 0.899 31.2% 0.200 6.9% 9% False False 90,555
20 3.950 2.805 1.145 39.7% 0.180 6.2% 7% False False 74,694
40 4.639 2.805 1.834 63.6% 0.187 6.5% 4% False False 53,905
60 4.639 2.805 1.834 63.6% 0.158 5.5% 4% False False 40,853
80 4.639 2.805 1.834 63.6% 0.142 4.9% 4% False False 32,888
100 4.639 2.805 1.834 63.6% 0.131 4.6% 4% False False 27,426
120 4.639 2.805 1.834 63.6% 0.122 4.2% 4% False False 23,378
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 0.035
Widest range in 164 trading days
Fibonacci Retracements and Extensions
4.250 4.455
2.618 3.964
1.618 3.663
1.000 3.477
0.618 3.362
HIGH 3.176
0.618 3.061
0.500 3.026
0.382 2.990
LOW 2.875
0.618 2.689
1.000 2.574
1.618 2.388
2.618 2.087
4.250 1.596
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 3.026 2.991
PP 2.978 2.954
S1 2.930 2.918

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

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