NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 2.897 2.895 -0.002 -0.1% 3.045
High 2.955 3.005 0.050 1.7% 3.048
Low 2.841 2.888 0.047 1.7% 2.766
Close 2.881 2.981 0.100 3.5% 2.986
Range 0.114 0.117 0.003 2.6% 0.282
ATR 0.206 0.200 -0.006 -2.8% 0.000
Volume 62,580 55,623 -6,957 -11.1% 602,217
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.309 3.262 3.045
R3 3.192 3.145 3.013
R2 3.075 3.075 3.002
R1 3.028 3.028 2.992 3.052
PP 2.958 2.958 2.958 2.970
S1 2.911 2.911 2.970 2.935
S2 2.841 2.841 2.960
S3 2.724 2.794 2.949
S4 2.607 2.677 2.917
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 3.048 2.766 0.282 9.5% 0.160 5.4% 76% False False 110,117
10 3.352 2.766 0.586 19.7% 0.210 7.1% 37% False False 146,303
20 3.352 2.766 0.586 19.7% 0.197 6.6% 37% False False 131,102
40 4.350 2.766 1.584 53.1% 0.181 6.1% 14% False False 93,903
60 4.639 2.766 1.873 62.8% 0.182 6.1% 11% False False 72,851
80 4.639 2.766 1.873 62.8% 0.160 5.4% 11% False False 57,551
100 4.639 2.766 1.873 62.8% 0.146 4.9% 11% False False 47,629
120 4.639 2.766 1.873 62.8% 0.136 4.6% 11% False False 40,420
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.502
2.618 3.311
1.618 3.194
1.000 3.122
0.618 3.077
HIGH 3.005
0.618 2.960
0.500 2.947
0.382 2.933
LOW 2.888
0.618 2.816
1.000 2.771
1.618 2.699
2.618 2.582
4.250 2.391
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 2.970 2.962
PP 2.958 2.942
S1 2.947 2.923

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

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