NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 3.000 2.858 -0.142 -4.7% 3.045
High 3.048 2.994 -0.054 -1.8% 3.048
Low 2.766 2.855 0.089 3.2% 2.766
Close 2.835 2.986 0.151 5.3% 2.986
Range 0.282 0.139 -0.143 -50.7% 0.282
ATR 0.214 0.210 -0.004 -1.8% 0.000
Volume 169,450 99,068 -70,382 -41.5% 602,217
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.362 3.313 3.062
R3 3.223 3.174 3.024
R2 3.084 3.084 3.011
R1 3.035 3.035 2.999 3.060
PP 2.945 2.945 2.945 2.957
S1 2.896 2.896 2.973 2.921
S2 2.806 2.806 2.961
S3 2.667 2.757 2.948
S4 2.528 2.618 2.910
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.779 3.665 3.141
R3 3.497 3.383 3.064
R2 3.215 3.215 3.038
R1 3.101 3.101 3.012 3.017
PP 2.933 2.933 2.933 2.892
S1 2.819 2.819 2.960 2.735
S2 2.651 2.651 2.934
S3 2.369 2.537 2.908
S4 2.087 2.255 2.831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.228 2.766 0.462 15.5% 0.199 6.7% 48% False False 150,908
10 3.352 2.766 0.586 19.6% 0.213 7.1% 38% False False 158,256
20 3.352 2.766 0.586 19.6% 0.201 6.7% 38% False False 131,021
40 4.494 2.766 1.728 57.9% 0.185 6.2% 13% False False 92,204
60 4.639 2.766 1.873 62.7% 0.182 6.1% 12% False False 71,300
80 4.639 2.766 1.873 62.7% 0.160 5.3% 12% False False 56,333
100 4.639 2.766 1.873 62.7% 0.146 4.9% 12% False False 46,577
120 4.639 2.766 1.873 62.7% 0.135 4.5% 12% False False 39,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.585
2.618 3.358
1.618 3.219
1.000 3.133
0.618 3.080
HIGH 2.994
0.618 2.941
0.500 2.925
0.382 2.908
LOW 2.855
0.618 2.769
1.000 2.716
1.618 2.630
2.618 2.491
4.250 2.264
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 2.966 2.960
PP 2.945 2.933
S1 2.925 2.907

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

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