NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 3.855 3.790 -0.065 -1.7% 3.775
High 3.865 3.792 -0.073 -1.9% 3.831
Low 3.768 3.717 -0.051 -1.4% 3.740
Close 3.772 3.737 -0.035 -0.9% 3.831
Range 0.097 0.075 -0.022 -22.7% 0.091
ATR 0.058 0.059 0.001 2.1% 0.000
Volume 8,167 6,951 -1,216 -14.9% 16,264
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.974 3.930 3.778
R3 3.899 3.855 3.758
R2 3.824 3.824 3.751
R1 3.780 3.780 3.744 3.765
PP 3.749 3.749 3.749 3.741
S1 3.705 3.705 3.730 3.690
S2 3.674 3.674 3.723
S3 3.599 3.630 3.716
S4 3.524 3.555 3.696
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 3.717 0.163 4.4% 0.061 1.6% 12% False True 5,518
10 3.880 3.717 0.163 4.4% 0.057 1.5% 12% False True 4,426
20 3.883 3.717 0.166 4.4% 0.057 1.5% 12% False True 4,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.111
2.618 3.988
1.618 3.913
1.000 3.867
0.618 3.838
HIGH 3.792
0.618 3.763
0.500 3.755
0.382 3.746
LOW 3.717
0.618 3.671
1.000 3.642
1.618 3.596
2.618 3.521
4.250 3.398
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 3.755 3.792
PP 3.749 3.774
S1 3.743 3.755

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

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