NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 2.894 2.894 0.000 0.0% 2.954
High 2.951 2.902 -0.049 -1.7% 2.982
Low 2.889 2.812 -0.077 -2.7% 2.783
Close 2.938 2.858 -0.080 -2.7% 2.946
Range 0.062 0.090 0.028 45.2% 0.199
ATR 0.138 0.137 -0.001 -0.6% 0.000
Volume 29,172 18,986 -10,186 -34.9% 116,505
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.127 3.083 2.908
R3 3.037 2.993 2.883
R2 2.947 2.947 2.875
R1 2.903 2.903 2.866 2.880
PP 2.857 2.857 2.857 2.846
S1 2.813 2.813 2.850 2.790
S2 2.767 2.767 2.842
S3 2.677 2.723 2.833
S4 2.587 2.633 2.809
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.501 3.422 3.055
R3 3.302 3.223 3.001
R2 3.103 3.103 2.982
R1 3.024 3.024 2.964 2.964
PP 2.904 2.904 2.904 2.874
S1 2.825 2.825 2.928 2.765
S2 2.705 2.705 2.910
S3 2.506 2.626 2.891
S4 2.307 2.427 2.837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.982 2.783 0.199 7.0% 0.110 3.8% 38% False False 26,221
10 3.200 2.783 0.417 14.6% 0.143 5.0% 18% False False 29,495
20 3.200 2.783 0.417 14.6% 0.140 4.9% 18% False False 24,740
40 3.632 2.783 0.849 29.7% 0.118 4.1% 9% False False 19,373
60 3.853 2.783 1.070 37.4% 0.108 3.8% 7% False False 17,391
80 3.853 2.783 1.070 37.4% 0.097 3.4% 7% False False 14,277
100 3.883 2.783 1.100 38.5% 0.089 3.1% 7% False False 12,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.285
2.618 3.138
1.618 3.048
1.000 2.992
0.618 2.958
HIGH 2.902
0.618 2.868
0.500 2.857
0.382 2.846
LOW 2.812
0.618 2.756
1.000 2.722
1.618 2.666
2.618 2.576
4.250 2.430
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 2.858 2.882
PP 2.857 2.874
S1 2.857 2.866

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

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