NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 3.810 3.750 -0.060 -1.6% 3.777
High 3.811 3.800 -0.011 -0.3% 3.883
Low 3.755 3.740 -0.015 -0.4% 3.757
Close 3.758 3.800 0.042 1.1% 3.773
Range 0.056 0.060 0.004 7.1% 0.126
ATR 0.056 0.056 0.000 0.5% 0.000
Volume 2,263 3,157 894 39.5% 17,859
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.960 3.940 3.833
R3 3.900 3.880 3.817
R2 3.840 3.840 3.811
R1 3.820 3.820 3.806 3.830
PP 3.780 3.780 3.780 3.785
S1 3.760 3.760 3.795 3.770
S2 3.720 3.720 3.789
S3 3.660 3.700 3.784
S4 3.600 3.640 3.767
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 3.871 3.740 0.131 3.4% 0.055 1.5% 46% False True 3,341
10 3.883 3.724 0.159 4.2% 0.056 1.5% 48% False False 3,315
20 3.885 3.720 0.165 4.3% 0.055 1.5% 48% False False 4,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.055
2.618 3.957
1.618 3.897
1.000 3.860
0.618 3.837
HIGH 3.800
0.618 3.777
0.500 3.770
0.382 3.763
LOW 3.740
0.618 3.703
1.000 3.680
1.618 3.643
2.618 3.583
4.250 3.485
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 3.790 3.792
PP 3.780 3.784
S1 3.770 3.776

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

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