NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 3.027 3.215 0.188 6.2% 3.145
High 3.232 3.257 0.025 0.8% 3.171
Low 3.027 3.047 0.020 0.7% 2.905
Close 3.194 3.112 -0.082 -2.6% 3.043
Range 0.205 0.210 0.005 2.4% 0.266
ATR 0.118 0.124 0.007 5.6% 0.000
Volume 7,600 9,587 1,987 26.1% 29,891
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.769 3.650 3.228
R3 3.559 3.440 3.170
R2 3.349 3.349 3.151
R1 3.230 3.230 3.131 3.185
PP 3.139 3.139 3.139 3.116
S1 3.020 3.020 3.093 2.975
S2 2.929 2.929 3.074
S3 2.719 2.810 3.054
S4 2.509 2.600 2.997
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.838 3.706 3.189
R3 3.572 3.440 3.116
R2 3.306 3.306 3.092
R1 3.174 3.174 3.067 3.107
PP 3.040 3.040 3.040 3.006
S1 2.908 2.908 3.019 2.841
S2 2.774 2.774 2.994
S3 2.508 2.642 2.970
S4 2.242 2.376 2.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.257 2.895 0.362 11.6% 0.138 4.4% 60% True False 9,054
10 3.257 2.895 0.362 11.6% 0.142 4.6% 60% True False 7,249
20 3.520 2.895 0.625 20.1% 0.113 3.6% 35% False False 5,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.150
2.618 3.807
1.618 3.597
1.000 3.467
0.618 3.387
HIGH 3.257
0.618 3.177
0.500 3.152
0.382 3.127
LOW 3.047
0.618 2.917
1.000 2.837
1.618 2.707
2.618 2.497
4.250 2.155
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 3.152 3.104
PP 3.139 3.096
S1 3.125 3.088

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

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