NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 3.744 3.777 0.033 0.9% 3.725
High 3.767 3.836 0.069 1.8% 3.851
Low 3.724 3.777 0.053 1.4% 3.724
Close 3.765 3.826 0.061 1.6% 3.765
Range 0.043 0.059 0.016 37.2% 0.127
ATR 0.054 0.055 0.001 2.2% 0.000
Volume 3,500 2,387 -1,113 -31.8% 22,879
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.990 3.967 3.858
R3 3.931 3.908 3.842
R2 3.872 3.872 3.837
R1 3.849 3.849 3.831 3.861
PP 3.813 3.813 3.813 3.819
S1 3.790 3.790 3.821 3.802
S2 3.754 3.754 3.815
S3 3.695 3.731 3.810
S4 3.636 3.672 3.794
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 3.3% 0.056 1.5% 80% False False 4,445
10 3.869 3.720 0.149 3.9% 0.057 1.5% 71% False False 4,333
20 3.885 3.712 0.173 4.5% 0.053 1.4% 66% False False 3,753
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 0.005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.087
2.618 3.990
1.618 3.931
1.000 3.895
0.618 3.872
HIGH 3.836
0.618 3.813
0.500 3.807
0.382 3.800
LOW 3.777
0.618 3.741
1.000 3.718
1.618 3.682
2.618 3.623
4.250 3.526
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 3.820 3.811
PP 3.813 3.795
S1 3.807 3.780

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

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