NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 3.867 3.855 -0.012 -0.3% 3.775
High 3.867 3.865 -0.002 -0.1% 3.831
Low 3.827 3.768 -0.059 -1.5% 3.740
Close 3.845 3.772 -0.073 -1.9% 3.831
Range 0.040 0.097 0.057 142.5% 0.091
ATR 0.055 0.058 0.003 5.5% 0.000
Volume 5,961 8,167 2,206 37.0% 16,264
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.093 4.029 3.825
R3 3.996 3.932 3.799
R2 3.899 3.899 3.790
R1 3.835 3.835 3.781 3.819
PP 3.802 3.802 3.802 3.793
S1 3.738 3.738 3.763 3.722
S2 3.705 3.705 3.754
S3 3.608 3.641 3.745
S4 3.511 3.544 3.719
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 3.750 0.130 3.4% 0.060 1.6% 17% False False 4,819
10 3.880 3.740 0.140 3.7% 0.058 1.5% 23% False False 4,080
20 3.883 3.720 0.163 4.3% 0.056 1.5% 32% False False 4,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4.277
2.618 4.119
1.618 4.022
1.000 3.962
0.618 3.925
HIGH 3.865
0.618 3.828
0.500 3.817
0.382 3.805
LOW 3.768
0.618 3.708
1.000 3.671
1.618 3.611
2.618 3.514
4.250 3.356
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 3.817 3.824
PP 3.802 3.807
S1 3.787 3.789

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

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