NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 3.191 3.045 -0.146 -4.6% 2.917
High 3.228 3.045 -0.183 -5.7% 3.352
Low 3.024 2.821 -0.203 -6.7% 2.783
Close 3.127 2.831 -0.296 -9.5% 3.127
Range 0.204 0.224 0.020 9.8% 0.569
ATR 0.204 0.211 0.007 3.6% 0.000
Volume 152,323 169,833 17,510 11.5% 873,014
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.571 3.425 2.954
R3 3.347 3.201 2.893
R2 3.123 3.123 2.872
R1 2.977 2.977 2.852 2.938
PP 2.899 2.899 2.899 2.880
S1 2.753 2.753 2.810 2.714
S2 2.675 2.675 2.790
S3 2.451 2.529 2.769
S4 2.227 2.305 2.708
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.794 4.530 3.440
R3 4.225 3.961 3.283
R2 3.656 3.656 3.231
R1 3.392 3.392 3.179 3.524
PP 3.087 3.087 3.087 3.154
S1 2.823 2.823 3.075 2.955
S2 2.518 2.518 3.023
S3 1.949 2.254 2.971
S4 1.380 1.685 2.814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.352 2.795 0.557 19.7% 0.261 9.2% 6% False False 182,488
10 3.352 2.783 0.569 20.1% 0.204 7.2% 8% False False 154,414
20 3.704 2.783 0.921 32.5% 0.202 7.1% 5% False False 122,484
40 4.639 2.783 1.856 65.6% 0.188 6.6% 3% False False 84,472
60 4.639 2.783 1.856 65.6% 0.177 6.3% 3% False False 64,737
80 4.639 2.783 1.856 65.6% 0.156 5.5% 3% False False 51,249
100 4.639 2.783 1.856 65.6% 0.143 5.0% 3% False False 42,482
120 4.639 2.783 1.856 65.6% 0.133 4.7% 3% False False 35,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.997
2.618 3.631
1.618 3.407
1.000 3.269
0.618 3.183
HIGH 3.045
0.618 2.959
0.500 2.933
0.382 2.907
LOW 2.821
0.618 2.683
1.000 2.597
1.618 2.459
2.618 2.235
4.250 1.869
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 2.933 3.087
PP 2.899 3.001
S1 2.865 2.916

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

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