NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 3.788 3.775 -0.013 -0.3% 3.777
High 3.788 3.793 0.005 0.1% 3.883
Low 3.757 3.744 -0.013 -0.3% 3.757
Close 3.773 3.780 0.007 0.2% 3.773
Range 0.031 0.049 0.018 58.1% 0.126
ATR 0.056 0.056 -0.001 -0.9% 0.000
Volume 4,124 3,672 -452 -11.0% 17,859
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.919 3.899 3.807
R3 3.870 3.850 3.793
R2 3.821 3.821 3.789
R1 3.801 3.801 3.784 3.811
PP 3.772 3.772 3.772 3.778
S1 3.752 3.752 3.776 3.762
S2 3.723 3.723 3.771
S3 3.674 3.703 3.767
S4 3.625 3.654 3.753
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.182 4.104 3.842
R3 4.056 3.978 3.808
R2 3.930 3.930 3.796
R1 3.852 3.852 3.785 3.828
PP 3.804 3.804 3.804 3.793
S1 3.726 3.726 3.761 3.702
S2 3.678 3.678 3.750
S3 3.552 3.600 3.738
S4 3.426 3.474 3.704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.883 3.744 0.139 3.7% 0.054 1.4% 26% False True 3,828
10 3.883 3.724 0.159 4.2% 0.055 1.5% 35% False False 4,137
20 3.885 3.720 0.165 4.4% 0.054 1.4% 36% False False 4,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.001
2.618 3.921
1.618 3.872
1.000 3.842
0.618 3.823
HIGH 3.793
0.618 3.774
0.500 3.769
0.382 3.763
LOW 3.744
0.618 3.714
1.000 3.695
1.618 3.665
2.618 3.616
4.250 3.536
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 3.776 3.808
PP 3.772 3.798
S1 3.769 3.789

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

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