NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 4.706 4.572 -0.134 -2.8% 4.702
High 4.721 4.588 -0.133 -2.8% 4.727
Low 4.551 4.520 -0.031 -0.7% 4.520
Close 4.576 4.545 -0.031 -0.7% 4.545
Range 0.170 0.068 -0.102 -60.0% 0.207
ATR 0.100 0.098 -0.002 -2.3% 0.000
Volume 8,417 18,282 9,865 117.2% 60,865
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.755 4.718 4.582
R3 4.687 4.650 4.564
R2 4.619 4.619 4.557
R1 4.582 4.582 4.551 4.567
PP 4.551 4.551 4.551 4.543
S1 4.514 4.514 4.539 4.499
S2 4.483 4.483 4.533
S3 4.415 4.446 4.526
S4 4.347 4.378 4.508
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.218 5.089 4.659
R3 5.011 4.882 4.602
R2 4.804 4.804 4.583
R1 4.675 4.675 4.564 4.636
PP 4.597 4.597 4.597 4.578
S1 4.468 4.468 4.526 4.429
S2 4.390 4.390 4.507
S3 4.183 4.261 4.488
S4 3.976 4.054 4.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.727 4.520 0.207 4.6% 0.094 2.1% 12% False True 12,173
10 5.027 4.520 0.507 11.2% 0.103 2.3% 5% False True 11,105
20 5.027 4.520 0.507 11.2% 0.093 2.0% 5% False True 11,448
40 5.027 4.500 0.527 11.6% 0.097 2.1% 9% False False 10,720
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.766
1.618 4.698
1.000 4.656
0.618 4.630
HIGH 4.588
0.618 4.562
0.500 4.554
0.382 4.546
LOW 4.520
0.618 4.478
1.000 4.452
1.618 4.410
2.618 4.342
4.250 4.231
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 4.554 4.624
PP 4.551 4.597
S1 4.548 4.571

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

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