NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 2.791 2.707 -0.084 -3.0% 2.895
High 2.800 2.723 -0.077 -2.8% 2.951
Low 2.684 2.620 -0.064 -2.4% 2.675
Close 2.697 2.645 -0.052 -1.9% 2.714
Range 0.116 0.103 -0.013 -11.2% 0.276
ATR 0.133 0.131 -0.002 -1.6% 0.000
Volume 26,402 31,098 4,696 17.8% 126,616
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 2.972 2.911 2.702
R3 2.869 2.808 2.673
R2 2.766 2.766 2.664
R1 2.705 2.705 2.654 2.684
PP 2.663 2.663 2.663 2.652
S1 2.602 2.602 2.636 2.581
S2 2.560 2.560 2.626
S3 2.457 2.499 2.617
S4 2.354 2.396 2.588
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 2.806 2.620 0.186 7.0% 0.099 3.8% 13% False True 27,504
10 2.951 2.620 0.331 12.5% 0.108 4.1% 8% False True 26,030
20 3.200 2.620 0.580 21.9% 0.130 4.9% 4% False True 27,432
40 3.600 2.620 0.980 37.1% 0.123 4.7% 3% False True 21,301
60 3.800 2.620 1.180 44.6% 0.112 4.2% 2% False True 18,812
80 3.853 2.620 1.233 46.6% 0.102 3.9% 2% False True 15,807
100 3.883 2.620 1.263 47.8% 0.093 3.5% 2% False True 13,584
120 3.885 2.620 1.265 47.8% 0.086 3.3% 2% False True 11,968
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.161
2.618 2.993
1.618 2.890
1.000 2.826
0.618 2.787
HIGH 2.723
0.618 2.684
0.500 2.672
0.382 2.659
LOW 2.620
0.618 2.556
1.000 2.517
1.618 2.453
2.618 2.350
4.250 2.182
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 2.672 2.713
PP 2.663 2.690
S1 2.654 2.668

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

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