NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 2.849 2.850 0.001 0.0% 2.989
High 2.901 2.929 0.028 1.0% 2.989
Low 2.800 2.849 0.049 1.8% 2.754
Close 2.836 2.913 0.077 2.7% 2.923
Range 0.101 0.080 -0.021 -20.8% 0.235
ATR 0.151 0.147 -0.004 -2.7% 0.000
Volume 46,591 44,128 -2,463 -5.3% 232,833
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.137 3.105 2.957
R3 3.057 3.025 2.935
R2 2.977 2.977 2.928
R1 2.945 2.945 2.920 2.961
PP 2.897 2.897 2.897 2.905
S1 2.865 2.865 2.906 2.881
S2 2.817 2.817 2.898
S3 2.737 2.785 2.891
S4 2.657 2.705 2.869
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 2.967 2.754 0.213 7.3% 0.128 4.4% 75% False False 53,245
10 3.194 2.754 0.440 15.1% 0.162 5.5% 36% False False 61,280
20 3.194 2.754 0.440 15.1% 0.154 5.3% 36% False False 49,934
40 3.753 2.754 0.999 34.3% 0.130 4.5% 16% False False 40,826
60 3.895 2.754 1.141 39.2% 0.119 4.1% 14% False False 39,890
80 3.895 2.754 1.141 39.2% 0.106 3.6% 14% False False 33,331
100 3.910 2.754 1.156 39.7% 0.097 3.3% 14% False False 29,077
120 3.944 2.754 1.190 40.9% 0.091 3.1% 13% False False 25,641
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.269
2.618 3.138
1.618 3.058
1.000 3.009
0.618 2.978
HIGH 2.929
0.618 2.898
0.500 2.889
0.382 2.880
LOW 2.849
0.618 2.800
1.000 2.769
1.618 2.720
2.618 2.640
4.250 2.509
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 2.905 2.897
PP 2.897 2.881
S1 2.889 2.865

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

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