NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 2.725 2.791 0.066 2.4% 2.895
High 2.806 2.800 -0.006 -0.2% 2.951
Low 2.682 2.684 0.002 0.1% 2.675
Close 2.781 2.697 -0.084 -3.0% 2.714
Range 0.124 0.116 -0.008 -6.5% 0.276
ATR 0.134 0.133 -0.001 -1.0% 0.000
Volume 21,517 26,402 4,885 22.7% 126,616
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.075 3.002 2.761
R3 2.959 2.886 2.729
R2 2.843 2.843 2.718
R1 2.770 2.770 2.708 2.749
PP 2.727 2.727 2.727 2.716
S1 2.654 2.654 2.686 2.633
S2 2.611 2.611 2.676
S3 2.495 2.538 2.665
S4 2.379 2.422 2.633
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 2.926 2.640 0.286 10.6% 0.125 4.6% 20% False False 25,442
10 2.982 2.640 0.342 12.7% 0.117 4.3% 17% False False 25,832
20 3.200 2.640 0.560 20.8% 0.132 4.9% 10% False False 27,086
40 3.600 2.640 0.960 35.6% 0.123 4.6% 6% False False 20,962
60 3.800 2.640 1.160 43.0% 0.111 4.1% 5% False False 18,637
80 3.853 2.640 1.213 45.0% 0.101 3.8% 5% False False 15,482
100 3.883 2.640 1.243 46.1% 0.092 3.4% 5% False False 13,309
120 3.885 2.640 1.245 46.2% 0.086 3.2% 5% False False 11,730
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.293
2.618 3.104
1.618 2.988
1.000 2.916
0.618 2.872
HIGH 2.800
0.618 2.756
0.500 2.742
0.382 2.728
LOW 2.684
0.618 2.612
1.000 2.568
1.618 2.496
2.618 2.380
4.250 2.191
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 2.742 2.723
PP 2.727 2.714
S1 2.712 2.706

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

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