NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 3.777 3.821 0.044 1.2% 3.869
High 3.851 3.839 -0.012 -0.3% 3.869
Low 3.777 3.808 0.031 0.8% 3.720
Close 3.831 3.829 -0.002 -0.1% 3.733
Range 0.074 0.031 -0.043 -58.1% 0.149
ATR 0.054 0.053 -0.002 -3.1% 0.000
Volume 3,448 10,193 6,745 195.6% 18,071
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.918 3.905 3.846
R3 3.887 3.874 3.838
R2 3.856 3.856 3.835
R1 3.843 3.843 3.832 3.850
PP 3.825 3.825 3.825 3.829
S1 3.812 3.812 3.826 3.819
S2 3.794 3.794 3.823
S3 3.763 3.781 3.820
S4 3.732 3.750 3.812
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.221 4.126 3.815
R3 4.072 3.977 3.774
R2 3.923 3.923 3.760
R1 3.828 3.828 3.747 3.801
PP 3.774 3.774 3.774 3.761
S1 3.679 3.679 3.719 3.652
S2 3.625 3.625 3.706
S3 3.476 3.530 3.692
S4 3.327 3.381 3.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.720 0.131 3.4% 0.051 1.3% 83% False False 4,631
10 3.885 3.720 0.165 4.3% 0.054 1.4% 66% False False 4,787
20 3.885 3.712 0.173 4.5% 0.052 1.3% 68% False False 3,835
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 0.008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3.971
2.618 3.920
1.618 3.889
1.000 3.870
0.618 3.858
HIGH 3.839
0.618 3.827
0.500 3.824
0.382 3.820
LOW 3.808
0.618 3.789
1.000 3.777
1.618 3.758
2.618 3.727
4.250 3.676
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 3.827 3.815
PP 3.825 3.802
S1 3.824 3.788

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

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