NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 2.842 2.858 0.016 0.6% 3.013
High 2.967 2.929 -0.038 -1.3% 3.013
Low 2.840 2.810 -0.030 -1.1% 2.762
Close 2.958 2.848 -0.110 -3.7% 2.958
Range 0.127 0.119 -0.008 -6.3% 0.251
ATR 0.195 0.192 -0.003 -1.7% 0.000
Volume 105,806 104,103 -1,703 -1.6% 518,556
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.219 3.153 2.913
R3 3.100 3.034 2.881
R2 2.981 2.981 2.870
R1 2.915 2.915 2.859 2.889
PP 2.862 2.862 2.862 2.849
S1 2.796 2.796 2.837 2.770
S2 2.743 2.743 2.826
S3 2.624 2.677 2.815
S4 2.505 2.558 2.783
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.664 3.562 3.096
R3 3.413 3.311 3.027
R2 3.162 3.162 3.004
R1 3.060 3.060 2.981 2.986
PP 2.911 2.911 2.911 2.874
S1 2.809 2.809 2.935 2.735
S2 2.660 2.660 2.912
S3 2.409 2.558 2.889
S4 2.158 2.307 2.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.013 2.762 0.251 8.8% 0.169 5.9% 34% False False 124,531
10 3.299 2.762 0.537 18.9% 0.198 6.9% 16% False False 122,519
20 3.299 2.762 0.537 18.9% 0.185 6.5% 16% False False 85,446
40 4.412 2.762 1.650 57.9% 0.172 6.0% 5% False False 65,781
60 4.530 2.762 1.768 62.1% 0.172 6.0% 5% False False 59,775
80 4.530 2.762 1.768 62.1% 0.153 5.4% 5% False False 49,988
100 4.530 2.762 1.768 62.1% 0.139 4.9% 5% False False 43,206
120 4.530 2.762 1.768 62.1% 0.129 4.5% 5% False False 37,778
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.435
2.618 3.241
1.618 3.122
1.000 3.048
0.618 3.003
HIGH 2.929
0.618 2.884
0.500 2.870
0.382 2.855
LOW 2.810
0.618 2.736
1.000 2.691
1.618 2.617
2.618 2.498
4.250 2.304
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 2.870 2.886
PP 2.862 2.873
S1 2.855 2.861

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

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