NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 2.816 2.849 0.033 1.2% 2.989
High 2.925 2.901 -0.024 -0.8% 2.989
Low 2.816 2.800 -0.016 -0.6% 2.754
Close 2.923 2.836 -0.087 -3.0% 2.923
Range 0.109 0.101 -0.008 -7.3% 0.235
ATR 0.153 0.151 -0.002 -1.4% 0.000
Volume 60,755 46,591 -14,164 -23.3% 232,833
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.149 3.093 2.892
R3 3.048 2.992 2.864
R2 2.947 2.947 2.855
R1 2.891 2.891 2.845 2.869
PP 2.846 2.846 2.846 2.834
S1 2.790 2.790 2.827 2.768
S2 2.745 2.745 2.817
S3 2.644 2.689 2.808
S4 2.543 2.588 2.780
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 2.989 2.754 0.235 8.3% 0.151 5.3% 35% False False 55,884
10 3.194 2.754 0.440 15.5% 0.168 5.9% 19% False False 61,723
20 3.194 2.754 0.440 15.5% 0.155 5.5% 19% False False 48,871
40 3.820 2.754 1.066 37.6% 0.130 4.6% 8% False False 40,463
60 3.895 2.754 1.141 40.2% 0.120 4.2% 7% False False 39,540
80 3.901 2.754 1.147 40.4% 0.106 3.7% 7% False False 32,989
100 3.910 2.754 1.156 40.8% 0.097 3.4% 7% False False 28,783
120 3.944 2.754 1.190 42.0% 0.091 3.2% 7% False False 25,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.330
2.618 3.165
1.618 3.064
1.000 3.002
0.618 2.963
HIGH 2.901
0.618 2.862
0.500 2.851
0.382 2.839
LOW 2.800
0.618 2.738
1.000 2.699
1.618 2.637
2.618 2.536
4.250 2.371
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 2.851 2.861
PP 2.846 2.852
S1 2.841 2.844

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

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