NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 2.693 2.766 0.073 2.7% 2.849
High 2.780 2.777 -0.003 -0.1% 2.929
Low 2.655 2.656 0.001 0.0% 2.640
Close 2.757 2.669 -0.088 -3.2% 2.687
Range 0.125 0.121 -0.004 -3.2% 0.289
ATR 0.142 0.140 -0.001 -1.1% 0.000
Volume 45,113 47,485 2,372 5.3% 252,733
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.064 2.987 2.736
R3 2.943 2.866 2.702
R2 2.822 2.822 2.691
R1 2.745 2.745 2.680 2.723
PP 2.701 2.701 2.701 2.690
S1 2.624 2.624 2.658 2.602
S2 2.580 2.580 2.647
S3 2.459 2.503 2.636
S4 2.338 2.382 2.602
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.619 3.442 2.846
R3 3.330 3.153 2.766
R2 3.041 3.041 2.740
R1 2.864 2.864 2.713 2.808
PP 2.752 2.752 2.752 2.724
S1 2.575 2.575 2.661 2.519
S2 2.463 2.463 2.634
S3 2.174 2.286 2.608
S4 1.885 1.997 2.528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.902 2.611 0.291 10.9% 0.131 4.9% 20% False False 52,082
10 2.967 2.611 0.356 13.3% 0.125 4.7% 16% False False 51,159
20 3.194 2.611 0.583 21.8% 0.144 5.4% 10% False False 55,242
40 3.613 2.611 1.002 37.5% 0.134 5.0% 6% False False 43,873
60 3.873 2.611 1.262 47.3% 0.122 4.6% 5% False False 41,653
80 3.895 2.611 1.284 48.1% 0.110 4.1% 5% False False 36,076
100 3.910 2.611 1.299 48.7% 0.101 3.8% 4% False False 31,246
120 3.944 2.611 1.333 49.9% 0.095 3.5% 4% False False 27,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.291
2.618 3.094
1.618 2.973
1.000 2.898
0.618 2.852
HIGH 2.777
0.618 2.731
0.500 2.717
0.382 2.702
LOW 2.656
0.618 2.581
1.000 2.535
1.618 2.460
2.618 2.339
4.250 2.142
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 2.717 2.696
PP 2.701 2.687
S1 2.685 2.678

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

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