NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 2.728 2.681 -0.047 -1.7% 2.895
High 2.744 2.724 -0.020 -0.7% 2.951
Low 2.675 2.640 -0.035 -1.3% 2.675
Close 2.714 2.707 -0.007 -0.3% 2.714
Range 0.069 0.084 0.015 21.7% 0.276
ATR 0.139 0.135 -0.004 -2.8% 0.000
Volume 35,874 22,630 -13,244 -36.9% 126,616
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 2.942 2.909 2.753
R3 2.858 2.825 2.730
R2 2.774 2.774 2.722
R1 2.741 2.741 2.715 2.758
PP 2.690 2.690 2.690 2.699
S1 2.657 2.657 2.699 2.674
S2 2.606 2.606 2.692
S3 2.522 2.573 2.684
S4 2.438 2.489 2.661
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.608 3.437 2.866
R3 3.332 3.161 2.790
R2 3.056 3.056 2.765
R1 2.885 2.885 2.739 2.833
PP 2.780 2.780 2.780 2.754
S1 2.609 2.609 2.689 2.557
S2 2.504 2.504 2.663
S3 2.228 2.333 2.638
S4 1.952 2.057 2.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.951 2.640 0.311 11.5% 0.107 4.0% 22% False True 25,490
10 2.982 2.640 0.342 12.6% 0.120 4.4% 20% False True 26,575
20 3.200 2.640 0.560 20.7% 0.137 5.1% 12% False True 26,803
40 3.600 2.640 0.960 35.5% 0.122 4.5% 7% False True 20,513
60 3.853 2.640 1.213 44.8% 0.111 4.1% 6% False True 18,380
80 3.853 2.640 1.213 44.8% 0.100 3.7% 6% False True 15,015
100 3.883 2.640 1.243 45.9% 0.091 3.4% 5% False True 12,958
120 3.885 2.640 1.245 46.0% 0.084 3.1% 5% False True 11,370
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.081
2.618 2.944
1.618 2.860
1.000 2.808
0.618 2.776
HIGH 2.724
0.618 2.692
0.500 2.682
0.382 2.672
LOW 2.640
0.618 2.588
1.000 2.556
1.618 2.504
2.618 2.420
4.250 2.283
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 2.699 2.783
PP 2.690 2.758
S1 2.682 2.732

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

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