NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 2.929 2.816 -0.113 -3.9% 2.989
High 2.967 2.925 -0.042 -1.4% 2.989
Low 2.754 2.816 0.062 2.3% 2.754
Close 2.817 2.923 0.106 3.8% 2.923
Range 0.213 0.109 -0.104 -48.8% 0.235
ATR 0.157 0.153 -0.003 -2.2% 0.000
Volume 58,412 60,755 2,343 4.0% 232,833
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.215 3.178 2.983
R3 3.106 3.069 2.953
R2 2.997 2.997 2.943
R1 2.960 2.960 2.933 2.979
PP 2.888 2.888 2.888 2.897
S1 2.851 2.851 2.913 2.870
S2 2.779 2.779 2.903
S3 2.670 2.742 2.893
S4 2.561 2.633 2.863
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.594 3.493 3.052
R3 3.359 3.258 2.988
R2 3.124 3.124 2.966
R1 3.023 3.023 2.945 2.956
PP 2.889 2.889 2.889 2.855
S1 2.788 2.788 2.901 2.721
S2 2.654 2.654 2.880
S3 2.419 2.553 2.858
S4 2.184 2.318 2.794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.081 2.754 0.327 11.2% 0.160 5.5% 52% False False 64,490
10 3.194 2.754 0.440 15.1% 0.166 5.7% 38% False False 62,093
20 3.194 2.754 0.440 15.1% 0.156 5.3% 38% False False 47,832
40 3.820 2.754 1.066 36.5% 0.130 4.4% 16% False False 40,069
60 3.895 2.754 1.141 39.0% 0.120 4.1% 15% False False 38,991
80 3.905 2.754 1.151 39.4% 0.105 3.6% 15% False False 32,621
100 3.910 2.754 1.156 39.5% 0.097 3.3% 15% False False 28,409
120 3.944 2.754 1.190 40.7% 0.091 3.1% 14% False False 24,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.388
2.618 3.210
1.618 3.101
1.000 3.034
0.618 2.992
HIGH 2.925
0.618 2.883
0.500 2.871
0.382 2.858
LOW 2.816
0.618 2.749
1.000 2.707
1.618 2.640
2.618 2.531
4.250 2.353
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 2.906 2.902
PP 2.888 2.881
S1 2.871 2.861

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

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