NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 3.817 3.744 -0.073 -1.9% 3.725
High 3.820 3.767 -0.053 -1.4% 3.851
Low 3.746 3.724 -0.022 -0.6% 3.724
Close 3.749 3.765 0.016 0.4% 3.765
Range 0.074 0.043 -0.031 -41.9% 0.127
ATR 0.055 0.054 -0.001 -1.6% 0.000
Volume 2,699 3,500 801 29.7% 22,879
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.881 3.866 3.789
R3 3.838 3.823 3.777
R2 3.795 3.795 3.773
R1 3.780 3.780 3.769 3.788
PP 3.752 3.752 3.752 3.756
S1 3.737 3.737 3.761 3.745
S2 3.709 3.709 3.757
S3 3.666 3.694 3.753
S4 3.623 3.651 3.741
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.161 4.090 3.835
R3 4.034 3.963 3.800
R2 3.907 3.907 3.788
R1 3.836 3.836 3.777 3.872
PP 3.780 3.780 3.780 3.798
S1 3.709 3.709 3.753 3.745
S2 3.653 3.653 3.742
S3 3.526 3.582 3.730
S4 3.399 3.455 3.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.724 0.127 3.4% 0.058 1.5% 32% False True 4,575
10 3.879 3.720 0.159 4.2% 0.055 1.5% 28% False False 4,564
20 3.885 3.712 0.173 4.6% 0.053 1.4% 31% False False 3,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.950
2.618 3.880
1.618 3.837
1.000 3.810
0.618 3.794
HIGH 3.767
0.618 3.751
0.500 3.746
0.382 3.740
LOW 3.724
0.618 3.697
1.000 3.681
1.618 3.654
2.618 3.611
4.250 3.541
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 3.759 3.782
PP 3.752 3.776
S1 3.746 3.771

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

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