NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 3.670 3.750 0.080 2.2% 3.842
High 3.772 3.850 0.078 2.1% 3.865
Low 3.650 3.719 0.069 1.9% 3.660
Close 3.747 3.799 0.052 1.4% 3.723
Range 0.122 0.131 0.009 7.4% 0.205
ATR 0.095 0.097 0.003 2.8% 0.000
Volume 18,177 23,816 5,639 31.0% 98,042
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.182 4.122 3.871
R3 4.051 3.991 3.835
R2 3.920 3.920 3.823
R1 3.860 3.860 3.811 3.890
PP 3.789 3.789 3.789 3.805
S1 3.729 3.729 3.787 3.759
S2 3.658 3.658 3.775
S3 3.527 3.598 3.763
S4 3.396 3.467 3.727
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.364 4.249 3.836
R3 4.159 4.044 3.779
R2 3.954 3.954 3.761
R1 3.839 3.839 3.742 3.794
PP 3.749 3.749 3.749 3.727
S1 3.634 3.634 3.704 3.589
S2 3.544 3.544 3.685
S3 3.339 3.429 3.667
S4 3.134 3.224 3.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.850 3.648 0.202 5.3% 0.099 2.6% 75% True False 20,555
10 3.928 3.648 0.280 7.4% 0.097 2.6% 54% False False 19,469
20 4.095 3.648 0.447 11.8% 0.093 2.5% 34% False False 20,560
40 4.207 3.648 0.559 14.7% 0.091 2.4% 27% False False 18,504
60 4.225 3.648 0.577 15.2% 0.087 2.3% 26% False False 16,056
80 4.288 3.648 0.640 16.8% 0.082 2.2% 24% False False 14,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.193
1.618 4.062
1.000 3.981
0.618 3.931
HIGH 3.850
0.618 3.800
0.500 3.785
0.382 3.769
LOW 3.719
0.618 3.638
1.000 3.588
1.618 3.507
2.618 3.376
4.250 3.162
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 3.794 3.782
PP 3.789 3.766
S1 3.785 3.749

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

View Archives - Comment on this page... - Back to Index of Symbols