NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 2.766 2.661 -0.105 -3.8% 2.858
High 2.779 2.698 -0.081 -2.9% 2.966
Low 2.649 2.578 -0.071 -2.7% 2.637
Close 2.662 2.600 -0.062 -2.3% 2.691
Range 0.130 0.120 -0.010 -7.7% 0.329
ATR 0.170 0.166 -0.004 -2.1% 0.000
Volume 109,556 131,277 21,721 19.8% 630,705
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 2.985 2.913 2.666
R3 2.865 2.793 2.633
R2 2.745 2.745 2.622
R1 2.673 2.673 2.611 2.649
PP 2.625 2.625 2.625 2.614
S1 2.553 2.553 2.589 2.529
S2 2.505 2.505 2.578
S3 2.385 2.433 2.567
S4 2.265 2.313 2.534
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 2.783 2.578 0.205 7.9% 0.116 4.4% 11% False True 115,191
10 2.967 2.578 0.389 15.0% 0.129 5.0% 6% False True 120,215
20 3.299 2.578 0.721 27.7% 0.164 6.3% 3% False True 118,579
40 3.907 2.578 1.329 51.1% 0.166 6.4% 2% False True 82,519
60 4.530 2.578 1.952 75.1% 0.170 6.5% 1% False True 70,516
80 4.530 2.578 1.952 75.1% 0.157 6.0% 1% False True 60,092
100 4.530 2.578 1.952 75.1% 0.143 5.5% 1% False True 51,823
120 4.530 2.578 1.952 75.1% 0.132 5.1% 1% False True 45,371
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.208
2.618 3.012
1.618 2.892
1.000 2.818
0.618 2.772
HIGH 2.698
0.618 2.652
0.500 2.638
0.382 2.624
LOW 2.578
0.618 2.504
1.000 2.458
1.618 2.384
2.618 2.264
4.250 2.068
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 2.638 2.681
PP 2.625 2.654
S1 2.613 2.627

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

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