NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 3.013 2.882 -0.131 -4.3% 2.916
High 3.013 2.990 -0.023 -0.8% 3.299
Low 2.809 2.845 0.036 1.3% 2.781
Close 2.820 2.940 0.120 4.3% 3.087
Range 0.204 0.145 -0.059 -28.9% 0.518
ATR 0.197 0.195 -0.002 -1.0% 0.000
Volume 147,605 127,573 -20,032 -13.6% 602,531
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.360 3.295 3.020
R3 3.215 3.150 2.980
R2 3.070 3.070 2.967
R1 3.005 3.005 2.953 3.038
PP 2.925 2.925 2.925 2.941
S1 2.860 2.860 2.927 2.893
S2 2.780 2.780 2.913
S3 2.635 2.715 2.900
S4 2.490 2.570 2.860
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.610 4.366 3.372
R3 4.092 3.848 3.229
R2 3.574 3.574 3.182
R1 3.330 3.330 3.134 3.452
PP 3.056 3.056 3.056 3.117
S1 2.812 2.812 3.040 2.934
S2 2.538 2.538 2.992
S3 2.020 2.294 2.945
S4 1.502 1.776 2.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.299 2.809 0.490 16.7% 0.234 8.0% 27% False False 141,820
10 3.299 2.781 0.518 17.6% 0.191 6.5% 31% False False 108,194
20 3.355 2.781 0.574 19.5% 0.184 6.3% 28% False False 75,920
40 4.530 2.781 1.749 59.5% 0.175 5.9% 9% False False 60,840
60 4.530 2.781 1.749 59.5% 0.169 5.7% 9% False False 55,028
80 4.530 2.781 1.749 59.5% 0.149 5.1% 9% False False 46,473
100 4.530 2.781 1.749 59.5% 0.137 4.7% 9% False False 40,225
120 4.530 2.781 1.749 59.5% 0.127 4.3% 9% False False 35,116
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 0.033
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.606
2.618 3.370
1.618 3.225
1.000 3.135
0.618 3.080
HIGH 2.990
0.618 2.935
0.500 2.918
0.382 2.900
LOW 2.845
0.618 2.755
1.000 2.700
1.618 2.610
2.618 2.465
4.250 2.229
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 2.933 2.994
PP 2.925 2.976
S1 2.918 2.958

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

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