NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 3.108 3.065 -0.043 -1.4% 3.213
High 3.128 3.065 -0.063 -2.0% 3.218
Low 3.007 2.969 -0.038 -1.3% 2.969
Close 3.026 2.993 -0.033 -1.1% 2.993
Range 0.121 0.096 -0.025 -20.7% 0.249
ATR 0.110 0.109 -0.001 -0.9% 0.000
Volume 25,812 22,882 -2,930 -11.4% 138,879
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.297 3.241 3.046
R3 3.201 3.145 3.019
R2 3.105 3.105 3.011
R1 3.049 3.049 3.002 3.029
PP 3.009 3.009 3.009 2.999
S1 2.953 2.953 2.984 2.933
S2 2.913 2.913 2.975
S3 2.817 2.857 2.967
S4 2.721 2.761 2.940
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.807 3.649 3.130
R3 3.558 3.400 3.061
R2 3.309 3.309 3.039
R1 3.151 3.151 3.016 3.106
PP 3.060 3.060 3.060 3.037
S1 2.902 2.902 2.970 2.857
S2 2.811 2.811 2.947
S3 2.562 2.653 2.925
S4 2.313 2.404 2.856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.426 2.969 0.457 15.3% 0.120 4.0% 5% False True 34,398
10 3.613 2.969 0.644 21.5% 0.112 3.7% 4% False True 30,595
20 3.753 2.969 0.784 26.2% 0.105 3.5% 3% False True 31,719
40 3.895 2.969 0.926 30.9% 0.102 3.4% 3% False True 34,868
60 3.895 2.969 0.926 30.9% 0.090 3.0% 3% False True 27,796
80 3.910 2.969 0.941 31.4% 0.083 2.8% 3% False True 23,863
100 3.944 2.969 0.975 32.6% 0.079 2.6% 2% False True 20,783
120 3.990 2.969 1.021 34.1% 0.074 2.5% 2% False True 18,335
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.473
2.618 3.316
1.618 3.220
1.000 3.161
0.618 3.124
HIGH 3.065
0.618 3.028
0.500 3.017
0.382 3.006
LOW 2.969
0.618 2.910
1.000 2.873
1.618 2.814
2.618 2.718
4.250 2.561
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 3.017 3.062
PP 3.009 3.039
S1 3.001 3.016

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

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