NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 2.990 3.010 0.020 0.7% 3.042
High 3.012 3.038 0.026 0.9% 3.055
Low 2.935 2.985 0.050 1.7% 2.883
Close 2.967 3.029 0.062 2.1% 3.037
Range 0.077 0.053 -0.024 -31.2% 0.172
ATR 0.127 0.123 -0.004 -3.1% 0.000
Volume 5,315 5,549 234 4.4% 35,896
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.176 3.156 3.058
R3 3.123 3.103 3.044
R2 3.070 3.070 3.039
R1 3.050 3.050 3.034 3.060
PP 3.017 3.017 3.017 3.023
S1 2.997 2.997 3.024 3.007
S2 2.964 2.964 3.019
S3 2.911 2.944 3.014
S4 2.858 2.891 3.000
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.508 3.444 3.132
R3 3.336 3.272 3.084
R2 3.164 3.164 3.069
R1 3.100 3.100 3.053 3.046
PP 2.992 2.992 2.992 2.965
S1 2.928 2.928 3.021 2.874
S2 2.820 2.820 3.005
S3 2.648 2.756 2.990
S4 2.476 2.584 2.942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.055 2.883 0.172 5.7% 0.093 3.1% 85% False False 8,040
10 3.257 2.883 0.374 12.3% 0.125 4.1% 39% False False 8,651
20 3.257 2.883 0.374 12.3% 0.122 4.0% 39% False False 6,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3.263
2.618 3.177
1.618 3.124
1.000 3.091
0.618 3.071
HIGH 3.038
0.618 3.018
0.500 3.012
0.382 3.005
LOW 2.985
0.618 2.952
1.000 2.932
1.618 2.899
2.618 2.846
4.250 2.760
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 3.023 3.015
PP 3.017 3.001
S1 3.012 2.987

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

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