NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 4.101 4.167 0.066 1.6% 4.256
High 4.203 4.180 -0.023 -0.5% 4.271
Low 4.068 4.132 0.064 1.6% 3.995
Close 4.173 4.149 -0.024 -0.6% 4.014
Range 0.135 0.048 -0.087 -64.4% 0.276
ATR 0.096 0.093 -0.003 -3.6% 0.000
Volume 23,129 38,840 15,711 67.9% 93,543
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.298 4.271 4.175
R3 4.250 4.223 4.162
R2 4.202 4.202 4.158
R1 4.175 4.175 4.153 4.165
PP 4.154 4.154 4.154 4.148
S1 4.127 4.127 4.145 4.117
S2 4.106 4.106 4.140
S3 4.058 4.079 4.136
S4 4.010 4.031 4.123
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.921 4.744 4.166
R3 4.645 4.468 4.090
R2 4.369 4.369 4.065
R1 4.192 4.192 4.039 4.143
PP 4.093 4.093 4.093 4.069
S1 3.916 3.916 3.989 3.867
S2 3.817 3.817 3.963
S3 3.541 3.640 3.938
S4 3.265 3.364 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.203 3.990 0.213 5.1% 0.087 2.1% 75% False False 25,291
10 4.320 3.990 0.330 8.0% 0.096 2.3% 48% False False 24,451
20 4.320 3.990 0.330 8.0% 0.097 2.3% 48% False False 22,889
40 4.320 3.950 0.370 8.9% 0.090 2.2% 54% False False 20,405
60 4.915 3.950 0.965 23.3% 0.088 2.1% 21% False False 17,844
80 5.027 3.950 1.077 26.0% 0.091 2.2% 18% False False 16,168
100 5.052 3.950 1.102 26.6% 0.091 2.2% 18% False False 14,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.384
2.618 4.306
1.618 4.258
1.000 4.228
0.618 4.210
HIGH 4.180
0.618 4.162
0.500 4.156
0.382 4.150
LOW 4.132
0.618 4.102
1.000 4.084
1.618 4.054
2.618 4.006
4.250 3.928
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 4.156 4.132
PP 4.154 4.114
S1 4.151 4.097

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

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