NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 3.846 3.889 0.043 1.1% 3.790
High 3.910 3.905 -0.005 -0.1% 3.855
Low 3.846 3.853 0.007 0.2% 3.757
Close 3.904 3.873 -0.031 -0.8% 3.853
Range 0.064 0.052 -0.012 -18.8% 0.098
ATR 0.062 0.062 -0.001 -1.2% 0.000
Volume 11,399 17,127 5,728 50.3% 45,812
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.033 4.005 3.902
R3 3.981 3.953 3.887
R2 3.929 3.929 3.883
R1 3.901 3.901 3.878 3.889
PP 3.877 3.877 3.877 3.871
S1 3.849 3.849 3.868 3.837
S2 3.825 3.825 3.863
S3 3.773 3.797 3.859
S4 3.721 3.745 3.844
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.116 4.082 3.907
R3 4.018 3.984 3.880
R2 3.920 3.920 3.871
R1 3.886 3.886 3.862 3.903
PP 3.822 3.822 3.822 3.830
S1 3.788 3.788 3.844 3.805
S2 3.724 3.724 3.835
S3 3.626 3.690 3.826
S4 3.528 3.592 3.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.910 3.757 0.153 4.0% 0.061 1.6% 76% False False 11,759
10 3.910 3.757 0.153 4.0% 0.058 1.5% 76% False False 11,051
20 3.910 3.720 0.190 4.9% 0.061 1.6% 81% False False 11,959
40 3.944 3.720 0.224 5.8% 0.062 1.6% 68% False False 9,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.126
2.618 4.041
1.618 3.989
1.000 3.957
0.618 3.937
HIGH 3.905
0.618 3.885
0.500 3.879
0.382 3.873
LOW 3.853
0.618 3.821
1.000 3.801
1.618 3.769
2.618 3.717
4.250 3.632
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 3.879 3.869
PP 3.877 3.864
S1 3.875 3.860

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

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