NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 2.916 2.795 -0.121 -4.1% 2.936
High 2.966 2.796 -0.170 -5.7% 2.990
Low 2.740 2.719 -0.021 -0.8% 2.719
Close 2.790 2.755 -0.035 -1.3% 2.755
Range 0.226 0.077 -0.149 -65.9% 0.271
ATR 0.137 0.133 -0.004 -3.1% 0.000
Volume 10,678 17,723 7,045 66.0% 62,603
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 2.988 2.948 2.797
R3 2.911 2.871 2.776
R2 2.834 2.834 2.769
R1 2.794 2.794 2.762 2.776
PP 2.757 2.757 2.757 2.747
S1 2.717 2.717 2.748 2.699
S2 2.680 2.680 2.741
S3 2.603 2.640 2.734
S4 2.526 2.563 2.713
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.634 3.466 2.904
R3 3.363 3.195 2.830
R2 3.092 3.092 2.805
R1 2.924 2.924 2.780 2.873
PP 2.821 2.821 2.821 2.796
S1 2.653 2.653 2.730 2.602
S2 2.550 2.550 2.705
S3 2.279 2.382 2.680
S4 2.008 2.111 2.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.990 2.719 0.271 9.8% 0.108 3.9% 13% False True 12,520
10 3.111 2.719 0.392 14.2% 0.122 4.4% 9% False True 14,580
20 3.229 2.719 0.510 18.5% 0.139 5.0% 7% False True 13,742
40 3.622 2.719 0.903 32.8% 0.114 4.1% 4% False True 8,975
60 3.872 2.719 1.153 41.9% 0.102 3.7% 3% False True 7,361
80 3.872 2.719 1.153 41.9% 0.091 3.3% 3% False True 5,966
100 3.905 2.719 1.186 43.0% 0.083 3.0% 3% False True 5,080
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.123
2.618 2.998
1.618 2.921
1.000 2.873
0.618 2.844
HIGH 2.796
0.618 2.767
0.500 2.758
0.382 2.748
LOW 2.719
0.618 2.671
1.000 2.642
1.618 2.594
2.618 2.517
4.250 2.392
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 2.758 2.843
PP 2.757 2.813
S1 2.756 2.784

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

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