NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 2.921 3.143 0.222 7.6% 3.020
High 3.167 3.200 0.033 1.0% 3.085
Low 2.921 2.971 0.050 1.7% 2.798
Close 3.120 3.043 -0.077 -2.5% 2.948
Range 0.246 0.229 -0.017 -6.9% 0.287
ATR 0.132 0.139 0.007 5.3% 0.000
Volume 21,829 44,501 22,672 103.9% 111,894
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.758 3.630 3.169
R3 3.529 3.401 3.106
R2 3.300 3.300 3.085
R1 3.172 3.172 3.064 3.122
PP 3.071 3.071 3.071 3.046
S1 2.943 2.943 3.022 2.893
S2 2.842 2.842 3.001
S3 2.613 2.714 2.980
S4 2.384 2.485 2.917
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.805 3.663 3.106
R3 3.518 3.376 3.027
R2 3.231 3.231 3.001
R1 3.089 3.089 2.974 3.017
PP 2.944 2.944 2.944 2.907
S1 2.802 2.802 2.922 2.730
S2 2.657 2.657 2.895
S3 2.370 2.515 2.869
S4 2.083 2.228 2.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.200 2.799 0.401 13.2% 0.159 5.2% 61% True False 27,920
10 3.200 2.798 0.402 13.2% 0.163 5.4% 61% True False 24,484
20 3.471 2.798 0.673 22.1% 0.133 4.4% 36% False False 18,585
40 3.782 2.798 0.984 32.3% 0.113 3.7% 25% False False 16,457
60 3.853 2.798 1.055 34.7% 0.101 3.3% 23% False False 14,297
80 3.880 2.798 1.082 35.6% 0.091 3.0% 23% False False 11,875
100 3.885 2.798 1.087 35.7% 0.083 2.7% 23% False False 10,321
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.173
2.618 3.800
1.618 3.571
1.000 3.429
0.618 3.342
HIGH 3.200
0.618 3.113
0.500 3.086
0.382 3.058
LOW 2.971
0.618 2.829
1.000 2.742
1.618 2.600
2.618 2.371
4.250 1.998
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 3.086 3.032
PP 3.071 3.022
S1 3.057 3.011

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

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