NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 3.200 3.146 -0.054 -1.7% 3.287
High 3.200 3.146 -0.054 -1.7% 3.287
Low 3.124 3.092 -0.032 -1.0% 3.092
Close 3.156 3.126 -0.030 -1.0% 3.126
Range 0.076 0.054 -0.022 -28.9% 0.195
ATR 0.089 0.088 -0.002 -2.0% 0.000
Volume 3,270 1,815 -1,455 -44.5% 13,894
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.283 3.259 3.156
R3 3.229 3.205 3.141
R2 3.175 3.175 3.136
R1 3.151 3.151 3.131 3.136
PP 3.121 3.121 3.121 3.114
S1 3.097 3.097 3.121 3.082
S2 3.067 3.067 3.116
S3 3.013 3.043 3.111
S4 2.959 2.989 3.096
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 3.753 3.635 3.233
R3 3.558 3.440 3.180
R2 3.363 3.363 3.162
R1 3.245 3.245 3.144 3.207
PP 3.168 3.168 3.168 3.149
S1 3.050 3.050 3.108 3.012
S2 2.973 2.973 3.090
S3 2.778 2.855 3.072
S4 2.583 2.660 3.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.471 3.092 0.379 12.1% 0.086 2.7% 9% False True 3,779
10 3.639 3.092 0.547 17.5% 0.080 2.6% 6% False True 3,094
20 3.734 3.092 0.642 20.5% 0.074 2.4% 5% False True 2,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.376
2.618 3.287
1.618 3.233
1.000 3.200
0.618 3.179
HIGH 3.146
0.618 3.125
0.500 3.119
0.382 3.113
LOW 3.092
0.618 3.059
1.000 3.038
1.618 3.005
2.618 2.951
4.250 2.863
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 3.124 3.171
PP 3.121 3.156
S1 3.119 3.141

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

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