NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 3.842 3.767 -0.075 -2.0% 3.738
High 3.842 3.781 -0.061 -1.6% 3.869
Low 3.758 3.738 -0.020 -0.5% 3.736
Close 3.763 3.780 0.017 0.5% 3.780
Range 0.084 0.043 -0.041 -48.8% 0.133
ATR 0.063 0.062 -0.001 -2.3% 0.000
Volume 7,431 11,652 4,221 56.8% 65,718
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.895 3.881 3.804
R3 3.852 3.838 3.792
R2 3.809 3.809 3.788
R1 3.795 3.795 3.784 3.802
PP 3.766 3.766 3.766 3.770
S1 3.752 3.752 3.776 3.759
S2 3.723 3.723 3.772
S3 3.680 3.709 3.768
S4 3.637 3.666 3.756
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.194 4.120 3.853
R3 4.061 3.987 3.817
R2 3.928 3.928 3.804
R1 3.854 3.854 3.792 3.891
PP 3.795 3.795 3.795 3.814
S1 3.721 3.721 3.768 3.758
S2 3.662 3.662 3.756
S3 3.529 3.588 3.743
S4 3.396 3.455 3.707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.869 3.736 0.133 3.5% 0.064 1.7% 33% False False 13,143
10 3.902 3.720 0.182 4.8% 0.061 1.6% 33% False False 13,297
20 3.944 3.720 0.224 5.9% 0.062 1.6% 27% False False 10,566
40 3.944 3.683 0.261 6.9% 0.059 1.6% 37% False False 8,745
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 0.005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.964
2.618 3.894
1.618 3.851
1.000 3.824
0.618 3.808
HIGH 3.781
0.618 3.765
0.500 3.760
0.382 3.754
LOW 3.738
0.618 3.711
1.000 3.695
1.618 3.668
2.618 3.625
4.250 3.555
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 3.773 3.798
PP 3.766 3.792
S1 3.760 3.786

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

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