NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 2.877 2.959 0.082 2.9% 3.076
High 2.968 2.990 0.022 0.7% 3.176
Low 2.816 2.888 0.072 2.6% 2.811
Close 2.927 2.946 0.019 0.6% 2.946
Range 0.152 0.102 -0.050 -32.9% 0.365
ATR 0.189 0.182 -0.006 -3.3% 0.000
Volume 147,797 107,333 -40,464 -27.4% 643,077
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.247 3.199 3.002
R3 3.145 3.097 2.974
R2 3.043 3.043 2.965
R1 2.995 2.995 2.955 2.968
PP 2.941 2.941 2.941 2.928
S1 2.893 2.893 2.937 2.866
S2 2.839 2.839 2.927
S3 2.737 2.791 2.918
S4 2.635 2.689 2.890
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.073 3.874 3.147
R3 3.708 3.509 3.046
R2 3.343 3.343 3.013
R1 3.144 3.144 2.979 3.061
PP 2.978 2.978 2.978 2.936
S1 2.779 2.779 2.913 2.696
S2 2.613 2.613 2.879
S3 2.248 2.414 2.846
S4 1.883 2.049 2.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.176 2.811 0.365 12.4% 0.177 6.0% 37% False False 128,615
10 3.211 2.805 0.406 13.8% 0.182 6.2% 35% False False 108,390
20 3.950 2.805 1.145 38.9% 0.179 6.1% 12% False False 89,851
40 4.639 2.805 1.834 62.3% 0.178 6.0% 8% False False 62,622
60 4.639 2.805 1.834 62.3% 0.161 5.5% 8% False False 48,421
80 4.639 2.805 1.834 62.3% 0.144 4.9% 8% False False 38,693
100 4.639 2.805 1.834 62.3% 0.133 4.5% 8% False False 32,278
120 4.639 2.805 1.834 62.3% 0.125 4.2% 8% False False 27,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.424
2.618 3.257
1.618 3.155
1.000 3.092
0.618 3.053
HIGH 2.990
0.618 2.951
0.500 2.939
0.382 2.927
LOW 2.888
0.618 2.825
1.000 2.786
1.618 2.723
2.618 2.621
4.250 2.455
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 2.944 2.935
PP 2.941 2.925
S1 2.939 2.914

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

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