NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 2.995 2.880 -0.115 -3.8% 3.035
High 3.076 2.891 -0.185 -6.0% 3.123
Low 2.834 2.779 -0.055 -1.9% 2.801
Close 2.840 2.875 0.035 1.2% 2.946
Range 0.242 0.112 -0.130 -53.7% 0.322
ATR 0.131 0.129 -0.001 -1.0% 0.000
Volume 38,948 46,190 7,242 18.6% 110,395
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.184 3.142 2.937
R3 3.072 3.030 2.906
R2 2.960 2.960 2.896
R1 2.918 2.918 2.885 2.883
PP 2.848 2.848 2.848 2.831
S1 2.806 2.806 2.865 2.771
S2 2.736 2.736 2.854
S3 2.624 2.694 2.844
S4 2.512 2.582 2.813
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.923 3.756 3.123
R3 3.601 3.434 3.035
R2 3.279 3.279 3.005
R1 3.112 3.112 2.976 3.035
PP 2.957 2.957 2.957 2.918
S1 2.790 2.790 2.916 2.713
S2 2.635 2.635 2.887
S3 2.313 2.468 2.857
S4 1.991 2.146 2.769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.102 2.779 0.323 11.2% 0.167 5.8% 30% False True 36,524
10 3.218 2.779 0.439 15.3% 0.140 4.9% 22% False True 33,441
20 3.613 2.779 0.834 29.0% 0.123 4.3% 12% False True 32,503
40 3.873 2.779 1.094 38.1% 0.112 3.9% 9% False True 34,858
60 3.895 2.779 1.116 38.8% 0.099 3.5% 9% False True 29,687
80 3.910 2.779 1.131 39.3% 0.090 3.1% 8% False True 25,246
100 3.944 2.779 1.165 40.5% 0.085 2.9% 8% False True 22,319
120 3.944 2.779 1.165 40.5% 0.080 2.8% 8% False True 19,678
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3.367
2.618 3.184
1.618 3.072
1.000 3.003
0.618 2.960
HIGH 2.891
0.618 2.848
0.500 2.835
0.382 2.822
LOW 2.779
0.618 2.710
1.000 2.667
1.618 2.598
2.618 2.486
4.250 2.303
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 2.862 2.928
PP 2.848 2.910
S1 2.835 2.893

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

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