NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 2.894 2.873 -0.021 -0.7% 2.954
High 2.902 2.926 0.024 0.8% 2.982
Low 2.812 2.695 -0.117 -4.2% 2.783
Close 2.858 2.746 -0.112 -3.9% 2.946
Range 0.090 0.231 0.141 156.7% 0.199
ATR 0.137 0.144 0.007 4.9% 0.000
Volume 18,986 20,789 1,803 9.5% 116,505
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.482 3.345 2.873
R3 3.251 3.114 2.810
R2 3.020 3.020 2.788
R1 2.883 2.883 2.767 2.836
PP 2.789 2.789 2.789 2.766
S1 2.652 2.652 2.725 2.605
S2 2.558 2.558 2.704
S3 2.327 2.421 2.682
S4 2.096 2.190 2.619
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 2.951 2.695 0.256 9.3% 0.116 4.2% 20% False True 24,556
10 3.200 2.695 0.505 18.4% 0.142 5.2% 10% False True 29,391
20 3.200 2.695 0.505 18.4% 0.148 5.4% 10% False True 25,148
40 3.616 2.695 0.921 33.5% 0.122 4.4% 6% False True 19,623
60 3.853 2.695 1.158 42.2% 0.111 4.0% 4% False True 17,682
80 3.853 2.695 1.158 42.2% 0.099 3.6% 4% False True 14,439
100 3.883 2.695 1.188 43.3% 0.091 3.3% 4% False True 12,438
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 0.024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.908
2.618 3.531
1.618 3.300
1.000 3.157
0.618 3.069
HIGH 2.926
0.618 2.838
0.500 2.811
0.382 2.783
LOW 2.695
0.618 2.552
1.000 2.464
1.618 2.321
2.618 2.090
4.250 1.713
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 2.811 2.823
PP 2.789 2.797
S1 2.768 2.772

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

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