NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 3.143 3.056 -0.087 -2.8% 2.924
High 3.200 3.080 -0.120 -3.8% 3.200
Low 2.971 2.945 -0.026 -0.9% 2.799
Close 3.043 3.024 -0.019 -0.6% 3.024
Range 0.229 0.135 -0.094 -41.0% 0.401
ATR 0.139 0.138 0.000 -0.2% 0.000
Volume 44,501 42,162 -2,339 -5.3% 158,423
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.421 3.358 3.098
R3 3.286 3.223 3.061
R2 3.151 3.151 3.049
R1 3.088 3.088 3.036 3.052
PP 3.016 3.016 3.016 2.999
S1 2.953 2.953 3.012 2.917
S2 2.881 2.881 2.999
S3 2.746 2.818 2.987
S4 2.611 2.683 2.950
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.211 4.018 3.245
R3 3.810 3.617 3.134
R2 3.409 3.409 3.098
R1 3.216 3.216 3.061 3.313
PP 3.008 3.008 3.008 3.056
S1 2.815 2.815 2.987 2.912
S2 2.607 2.607 2.950
S3 2.206 2.414 2.914
S4 1.805 2.013 2.803
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 13.3% 0.170 5.6% 56% False False 31,684
10 3.200 2.798 0.402 13.3% 0.153 5.1% 56% False False 27,031
20 3.471 2.798 0.673 22.3% 0.138 4.6% 34% False False 20,051
40 3.780 2.798 0.982 32.5% 0.114 3.8% 23% False False 17,154
60 3.853 2.798 1.055 34.9% 0.103 3.4% 21% False False 14,930
80 3.880 2.798 1.082 35.8% 0.092 3.0% 21% False False 12,374
100 3.885 2.798 1.087 35.9% 0.084 2.8% 21% False False 10,729
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.654
2.618 3.433
1.618 3.298
1.000 3.215
0.618 3.163
HIGH 3.080
0.618 3.028
0.500 3.013
0.382 2.997
LOW 2.945
0.618 2.862
1.000 2.810
1.618 2.727
2.618 2.592
4.250 2.371
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 3.020 3.061
PP 3.016 3.048
S1 3.013 3.036

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

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