NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 3.685 3.671 -0.014 -0.4% 3.740
High 3.685 3.687 0.002 0.1% 3.765
Low 3.634 3.550 -0.084 -2.3% 3.677
Close 3.660 3.674 0.014 0.4% 3.702
Range 0.051 0.137 0.086 168.6% 0.088
ATR 0.059 0.065 0.006 9.4% 0.000
Volume 5,022 2,929 -2,093 -41.7% 28,062
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.048 3.998 3.749
R3 3.911 3.861 3.712
R2 3.774 3.774 3.699
R1 3.724 3.724 3.687 3.749
PP 3.637 3.637 3.637 3.650
S1 3.587 3.587 3.661 3.612
S2 3.500 3.500 3.649
S3 3.363 3.450 3.636
S4 3.226 3.313 3.599
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.979 3.928 3.750
R3 3.891 3.840 3.726
R2 3.803 3.803 3.718
R1 3.752 3.752 3.710 3.734
PP 3.715 3.715 3.715 3.705
S1 3.664 3.664 3.694 3.646
S2 3.627 3.627 3.686
S3 3.539 3.576 3.678
S4 3.451 3.488 3.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.550 0.200 5.4% 0.070 1.9% 62% False True 3,537
10 3.785 3.550 0.235 6.4% 0.061 1.6% 53% False True 4,845
20 3.880 3.550 0.330 9.0% 0.059 1.6% 38% False True 4,636
40 3.885 3.550 0.335 9.1% 0.057 1.6% 37% False True 4,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 4.269
2.618 4.046
1.618 3.909
1.000 3.824
0.618 3.772
HIGH 3.687
0.618 3.635
0.500 3.619
0.382 3.602
LOW 3.550
0.618 3.465
1.000 3.413
1.618 3.328
2.618 3.191
4.250 2.968
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 3.656 3.666
PP 3.637 3.658
S1 3.619 3.650

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

View Archives - Comment on this page... - Back to Index of Symbols