NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	2.852	2.732	-0.120	-4.2%	2.858
High	2.924	2.733	-0.191	-6.5%	2.966
Low	2.672	2.637	-0.035	-1.3%	2.637
Close	2.719	2.691	-0.028	-1.0%	2.691
Range	0.252	0.096	-0.156	-61.9%	0.329
ATR	0.188	0.182	-0.007	-3.5%	0.000
Volume	171,781	110,320	-61,461	-35.8%	630,705

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.975	2.929	2.744
R3	2.879	2.833	2.717
R2	2.783	2.783	2.709
R1	2.737	2.737	2.700	2.712
PP	2.687	2.687	2.687	2.675
S1	2.641	2.641	2.682	2.616
S2	2.591	2.591	2.673
S3	2.495	2.545	2.665
S4	2.399	2.449	2.638

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.752	3.550	2.872
R3	3.423	3.221	2.781
R2	3.094	3.094	2.751
R1	2.892	2.892	2.721	2.829
PP	2.765	2.765	2.765	2.733
S1	2.563	2.563	2.661	2.500
S2	2.436	2.436	2.631
S3	2.107	2.234	2.601
S4	1.778	1.905	2.510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.966	2.637	0.329	12.2%	0.136	5.1%	16%	False	True	126,141
10	3.178	2.637	0.541	20.1%	0.159	5.9%	10%	False	True	124,952
20	3.299	2.637	0.662	24.6%	0.184	6.8%	8%	False	True	105,514
40	3.907	2.637	1.270	47.2%	0.169	6.3%	4%	False	True	75,614
60	4.530	2.637	1.893	70.3%	0.175	6.5%	3%	False	True	66,597
80	4.530	2.637	1.893	70.3%	0.154	5.7%	3%	False	True	55,437
100	4.530	2.637	1.893	70.3%	0.142	5.3%	3%	False	True	47,846
120	4.530	2.637	1.893	70.3%	0.131	4.9%	3%	False	True	41,870

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	0.025
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.141
2.618	2.984
1.618	2.888
1.000	2.829
0.618	2.792
HIGH	2.733
0.618	2.696
0.500	2.685
0.382	2.674
LOW	2.637
0.618	2.578
1.000	2.541
1.618	2.482
2.618	2.386
4.250	2.229

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	2.689	2.781
PP	2.687	2.751
S1	2.685	2.721

Download as Excel Spreadsheet

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

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