NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 4.117 4.063 -0.054 -1.3% 4.048
High 4.125 4.096 -0.029 -0.7% 4.249
Low 4.056 4.024 -0.032 -0.8% 4.046
Close 4.063 4.068 0.005 0.1% 4.063
Range 0.069 0.072 0.003 4.3% 0.203
ATR 0.095 0.093 -0.002 -1.7% 0.000
Volume 26,831 26,117 -714 -2.7% 128,926
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.279 4.245 4.108
R3 4.207 4.173 4.088
R2 4.135 4.135 4.081
R1 4.101 4.101 4.075 4.118
PP 4.063 4.063 4.063 4.071
S1 4.029 4.029 4.061 4.046
S2 3.991 3.991 4.055
S3 3.919 3.957 4.048
S4 3.847 3.885 4.028
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.728 4.599 4.175
R3 4.525 4.396 4.119
R2 4.322 4.322 4.100
R1 4.193 4.193 4.082 4.258
PP 4.119 4.119 4.119 4.152
S1 3.990 3.990 4.044 4.055
S2 3.916 3.916 4.026
S3 3.713 3.787 4.007
S4 3.510 3.584 3.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 4.024 0.225 5.5% 0.090 2.2% 20% False True 27,525
10 4.249 3.993 0.256 6.3% 0.095 2.3% 29% False False 26,546
20 4.320 3.990 0.330 8.1% 0.094 2.3% 24% False False 23,932
40 4.320 3.950 0.370 9.1% 0.094 2.3% 32% False False 21,898
60 4.611 3.950 0.661 16.2% 0.088 2.2% 18% False False 19,890
80 5.027 3.950 1.077 26.5% 0.090 2.2% 11% False False 17,771
100 5.027 3.950 1.077 26.5% 0.092 2.3% 11% False False 16,127
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.402
2.618 4.284
1.618 4.212
1.000 4.168
0.618 4.140
HIGH 4.096
0.618 4.068
0.500 4.060
0.382 4.052
LOW 4.024
0.618 3.980
1.000 3.952
1.618 3.908
2.618 3.836
4.250 3.718
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 4.065 4.130
PP 4.063 4.109
S1 4.060 4.089

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

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