NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 3.775 3.810 0.035 0.9% 3.777
High 3.793 3.811 0.018 0.5% 3.883
Low 3.744 3.755 0.011 0.3% 3.757
Close 3.780 3.758 -0.022 -0.6% 3.773
Range 0.049 0.056 0.007 14.3% 0.126
ATR 0.056 0.056 0.000 0.0% 0.000
Volume 3,672 2,263 -1,409 -38.4% 17,859
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.943 3.906 3.789
R3 3.887 3.850 3.773
R2 3.831 3.831 3.768
R1 3.794 3.794 3.763 3.785
PP 3.775 3.775 3.775 3.770
S1 3.738 3.738 3.753 3.729
S2 3.719 3.719 3.748
S3 3.663 3.682 3.743
S4 3.607 3.626 3.727
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% 0.048 1.3% 10% False False 3,775
10 3.883 3.724 0.159 4.2% 0.053 1.4% 21% False False 4,018
20 3.885 3.720 0.165 4.4% 0.054 1.4% 23% False False 4,150
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.049
2.618 3.958
1.618 3.902
1.000 3.867
0.618 3.846
HIGH 3.811
0.618 3.790
0.500 3.783
0.382 3.776
LOW 3.755
0.618 3.720
1.000 3.699
1.618 3.664
2.618 3.608
4.250 3.517
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 3.783 3.778
PP 3.775 3.771
S1 3.766 3.765

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

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