NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 3.831 3.867 0.036 0.9% 3.775
High 3.880 3.867 -0.013 -0.3% 3.831
Low 3.831 3.827 -0.004 -0.1% 3.740
Close 3.875 3.845 -0.030 -0.8% 3.831
Range 0.049 0.040 -0.009 -18.4% 0.091
ATR 0.055 0.055 -0.001 -1.0% 0.000
Volume 2,799 5,961 3,162 113.0% 16,264
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.966 3.946 3.867
R3 3.926 3.906 3.856
R2 3.886 3.886 3.852
R1 3.866 3.866 3.849 3.856
PP 3.846 3.846 3.846 3.842
S1 3.826 3.826 3.841 3.816
S2 3.806 3.806 3.838
S3 3.766 3.786 3.834
S4 3.726 3.746 3.823
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% 0.052 1.4% 75% False False 3,817
10 3.883 3.740 0.143 3.7% 0.050 1.3% 73% False False 3,796
20 3.883 3.720 0.163 4.2% 0.053 1.4% 77% False False 3,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.037
2.618 3.972
1.618 3.932
1.000 3.907
0.618 3.892
HIGH 3.867
0.618 3.852
0.500 3.847
0.382 3.842
LOW 3.827
0.618 3.802
1.000 3.787
1.618 3.762
2.618 3.722
4.250 3.657
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 3.847 3.842
PP 3.846 3.838
S1 3.846 3.835

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

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