NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 3.065 3.035 -0.030 -1.0% 3.213
High 3.065 3.123 0.058 1.9% 3.218
Low 2.969 2.998 0.029 1.0% 2.969
Close 2.993 3.119 0.126 4.2% 2.993
Range 0.096 0.125 0.029 30.2% 0.249
ATR 0.109 0.110 0.002 1.4% 0.000
Volume 22,882 12,910 -9,972 -43.6% 138,879
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.455 3.412 3.188
R3 3.330 3.287 3.153
R2 3.205 3.205 3.142
R1 3.162 3.162 3.130 3.184
PP 3.080 3.080 3.080 3.091
S1 3.037 3.037 3.108 3.059
S2 2.955 2.955 3.096
S3 2.830 2.912 3.085
S4 2.705 2.787 3.050
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 3.218 2.969 0.249 8.0% 0.114 3.7% 60% False False 30,357
10 3.613 2.969 0.644 20.6% 0.115 3.7% 23% False False 28,466
20 3.666 2.969 0.697 22.3% 0.105 3.4% 22% False False 30,861
40 3.895 2.969 0.926 29.7% 0.103 3.3% 16% False False 34,544
60 3.895 2.969 0.926 29.7% 0.090 2.9% 16% False False 27,715
80 3.910 2.969 0.941 30.2% 0.084 2.7% 16% False False 23,835
100 3.944 2.969 0.975 31.3% 0.080 2.6% 15% False False 20,861
120 3.988 2.969 1.019 32.7% 0.075 2.4% 15% False False 18,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.654
2.618 3.450
1.618 3.325
1.000 3.248
0.618 3.200
HIGH 3.123
0.618 3.075
0.500 3.061
0.382 3.046
LOW 2.998
0.618 2.921
1.000 2.873
1.618 2.796
2.618 2.671
4.250 2.467
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 3.100 3.096
PP 3.080 3.072
S1 3.061 3.049

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

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