NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 3.080 3.042 -0.038 -1.2% 3.001
High 3.138 3.042 -0.096 -3.1% 3.257
Low 3.020 2.898 -0.122 -4.0% 2.895
Close 3.089 2.906 -0.183 -5.9% 3.089
Range 0.118 0.144 0.026 22.0% 0.362
ATR 0.124 0.129 0.005 3.9% 0.000
Volume 8,766 6,559 -2,207 -25.2% 47,440
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.381 3.287 2.985
R3 3.237 3.143 2.946
R2 3.093 3.093 2.932
R1 2.999 2.999 2.919 2.974
PP 2.949 2.949 2.949 2.936
S1 2.855 2.855 2.893 2.830
S2 2.805 2.805 2.880
S3 2.661 2.711 2.866
S4 2.517 2.567 2.827
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.166 3.990 3.288
R3 3.804 3.628 3.189
R2 3.442 3.442 3.155
R1 3.266 3.266 3.122 3.354
PP 3.080 3.080 3.080 3.125
S1 2.904 2.904 3.056 2.992
S2 2.718 2.718 3.023
S3 2.356 2.542 2.989
S4 1.994 2.180 2.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.257 2.898 0.359 12.4% 0.156 5.4% 2% False True 9,262
10 3.257 2.895 0.362 12.5% 0.128 4.4% 3% False False 8,117
20 3.442 2.895 0.547 18.8% 0.120 4.1% 2% False False 5,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.654
2.618 3.419
1.618 3.275
1.000 3.186
0.618 3.131
HIGH 3.042
0.618 2.987
0.500 2.970
0.382 2.953
LOW 2.898
0.618 2.809
1.000 2.754
1.618 2.665
2.618 2.521
4.250 2.286
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 2.970 3.078
PP 2.949 3.020
S1 2.927 2.963

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

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