NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 3.807 3.831 0.024 0.6% 3.775
High 3.831 3.880 0.049 1.3% 3.831
Low 3.789 3.831 0.042 1.1% 3.740
Close 3.831 3.875 0.044 1.1% 3.831
Range 0.042 0.049 0.007 16.7% 0.091
ATR 0.056 0.055 0.000 -0.9% 0.000
Volume 3,712 2,799 -913 -24.6% 16,264
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.009 3.991 3.902
R3 3.960 3.942 3.888
R2 3.911 3.911 3.884
R1 3.893 3.893 3.879 3.902
PP 3.862 3.862 3.862 3.867
S1 3.844 3.844 3.871 3.853
S2 3.813 3.813 3.866
S3 3.764 3.795 3.862
S4 3.715 3.746 3.848
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.074 4.043 3.881
R3 3.983 3.952 3.856
R2 3.892 3.892 3.848
R1 3.861 3.861 3.839 3.877
PP 3.801 3.801 3.801 3.808
S1 3.770 3.770 3.823 3.786
S2 3.710 3.710 3.814
S3 3.619 3.679 3.806
S4 3.528 3.588 3.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.880 3.740 0.140 3.6% 0.055 1.4% 96% True False 3,078
10 3.883 3.740 0.143 3.7% 0.055 1.4% 94% False False 3,453
20 3.883 3.720 0.163 4.2% 0.056 1.4% 95% False False 3,893
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.088
2.618 4.008
1.618 3.959
1.000 3.929
0.618 3.910
HIGH 3.880
0.618 3.861
0.500 3.856
0.382 3.850
LOW 3.831
0.618 3.801
1.000 3.782
1.618 3.752
2.618 3.703
4.250 3.623
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 3.869 3.855
PP 3.862 3.835
S1 3.856 3.815

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

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