NYMEX Natural Gas Future July 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 2.885 2.816 -0.069 -2.4% 2.990
High 2.889 2.831 -0.058 -2.0% 3.045
Low 2.788 2.734 -0.054 -1.9% 2.777
Close 2.804 2.752 -0.052 -1.9% 2.811
Range 0.101 0.097 -0.004 -4.0% 0.268
ATR 0.123 0.121 -0.002 -1.5% 0.000
Volume 12,019 12,816 797 6.6% 52,176
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.063 3.005 2.805
R3 2.966 2.908 2.779
R2 2.869 2.869 2.770
R1 2.811 2.811 2.761 2.792
PP 2.772 2.772 2.772 2.763
S1 2.714 2.714 2.743 2.695
S2 2.675 2.675 2.734
S3 2.578 2.617 2.725
S4 2.481 2.520 2.699
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.682 3.514 2.958
R3 3.414 3.246 2.885
R2 3.146 3.146 2.860
R1 2.978 2.978 2.836 2.928
PP 2.878 2.878 2.878 2.853
S1 2.710 2.710 2.786 2.660
S2 2.610 2.610 2.762
S3 2.342 2.442 2.737
S4 2.074 2.174 2.664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.900 2.734 0.166 6.0% 0.090 3.3% 11% False True 11,871
10 3.045 2.734 0.311 11.3% 0.098 3.6% 6% False True 10,813
20 3.264 2.734 0.530 19.3% 0.120 4.4% 3% False True 12,012
40 3.650 2.734 0.916 33.3% 0.112 4.1% 2% False True 7,892
60 3.812 2.734 1.078 39.2% 0.099 3.6% 2% False True 6,508
80 3.900 2.734 1.166 42.4% 0.090 3.3% 2% False True 5,298
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.243
2.618 3.085
1.618 2.988
1.000 2.928
0.618 2.891
HIGH 2.831
0.618 2.794
0.500 2.783
0.382 2.771
LOW 2.734
0.618 2.674
1.000 2.637
1.618 2.577
2.618 2.480
4.250 2.322
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 2.783 2.817
PP 2.772 2.795
S1 2.762 2.774

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

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