NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 2.882 2.966 0.084 2.9% 2.916
High 2.990 3.010 0.020 0.7% 3.299
Low 2.845 2.762 -0.083 -2.9% 2.781
Close 2.940 2.827 -0.113 -3.8% 3.087
Range 0.145 0.248 0.103 71.0% 0.518
ATR 0.195 0.199 0.004 1.9% 0.000
Volume 127,573 137,572 9,999 7.8% 602,531
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.610 3.467 2.963
R3 3.362 3.219 2.895
R2 3.114 3.114 2.872
R1 2.971 2.971 2.850 2.919
PP 2.866 2.866 2.866 2.840
S1 2.723 2.723 2.804 2.671
S2 2.618 2.618 2.782
S3 2.370 2.475 2.759
S4 2.122 2.227 2.691
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 2.762 0.537 19.0% 0.212 7.5% 12% False True 131,491
10 3.299 2.762 0.537 19.0% 0.198 7.0% 12% False True 116,943
20 3.299 2.762 0.537 19.0% 0.186 6.6% 12% False True 80,366
40 4.412 2.762 1.650 58.4% 0.175 6.2% 4% False True 62,610
60 4.530 2.762 1.768 62.5% 0.172 6.1% 4% False True 56,839
80 4.530 2.762 1.768 62.5% 0.152 5.4% 4% False True 47,911
100 4.530 2.762 1.768 62.5% 0.138 4.9% 4% False True 41,399
120 4.530 2.762 1.768 62.5% 0.128 4.5% 4% False True 36,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.064
2.618 3.659
1.618 3.411
1.000 3.258
0.618 3.163
HIGH 3.010
0.618 2.915
0.500 2.886
0.382 2.857
LOW 2.762
0.618 2.609
1.000 2.514
1.618 2.361
2.618 2.113
4.250 1.708
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 2.886 2.888
PP 2.866 2.867
S1 2.847 2.847

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

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