NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 3.821 3.817 -0.004 -0.1% 3.869
High 3.839 3.820 -0.019 -0.5% 3.869
Low 3.808 3.746 -0.062 -1.6% 3.720
Close 3.829 3.749 -0.080 -2.1% 3.733
Range 0.031 0.074 0.043 138.7% 0.149
ATR 0.053 0.055 0.002 4.1% 0.000
Volume 10,193 2,699 -7,494 -73.5% 18,071
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.994 3.945 3.790
R3 3.920 3.871 3.769
R2 3.846 3.846 3.763
R1 3.797 3.797 3.756 3.785
PP 3.772 3.772 3.772 3.765
S1 3.723 3.723 3.742 3.711
S2 3.698 3.698 3.735
S3 3.624 3.649 3.729
S4 3.550 3.575 3.708
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 3.5% 0.056 1.5% 22% False False 4,601
10 3.885 3.720 0.165 4.4% 0.056 1.5% 18% False False 4,599
20 3.885 3.712 0.173 4.6% 0.052 1.4% 21% False False 3,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.135
2.618 4.014
1.618 3.940
1.000 3.894
0.618 3.866
HIGH 3.820
0.618 3.792
0.500 3.783
0.382 3.774
LOW 3.746
0.618 3.700
1.000 3.672
1.618 3.626
2.618 3.552
4.250 3.432
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 3.783 3.799
PP 3.772 3.782
S1 3.760 3.766

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

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