NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 2.966 2.842 -0.124 -4.2% 3.013
High 3.010 2.967 -0.043 -1.4% 3.013
Low 2.762 2.840 0.078 2.8% 2.762
Close 2.827 2.958 0.131 4.6% 2.958
Range 0.248 0.127 -0.121 -48.8% 0.251
ATR 0.199 0.195 -0.004 -2.1% 0.000
Volume 137,572 105,806 -31,766 -23.1% 518,556
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.303 3.257 3.028
R3 3.176 3.130 2.993
R2 3.049 3.049 2.981
R1 3.003 3.003 2.970 3.026
PP 2.922 2.922 2.922 2.933
S1 2.876 2.876 2.946 2.899
S2 2.795 2.795 2.935
S3 2.668 2.749 2.923
S4 2.541 2.622 2.888
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.664 3.562 3.096
R3 3.413 3.311 3.027
R2 3.162 3.162 3.004
R1 3.060 3.060 2.981 2.986
PP 2.911 2.911 2.911 2.874
S1 2.809 2.809 2.935 2.735
S2 2.660 2.660 2.912
S3 2.409 2.558 2.889
S4 2.158 2.307 2.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.178 2.762 0.416 14.1% 0.182 6.2% 47% False False 123,764
10 3.299 2.762 0.537 18.2% 0.196 6.6% 36% False False 121,071
20 3.299 2.762 0.537 18.2% 0.187 6.3% 36% False False 82,043
40 4.412 2.762 1.650 55.8% 0.174 5.9% 12% False False 64,137
60 4.530 2.762 1.768 59.8% 0.172 5.8% 11% False False 58,343
80 4.530 2.762 1.768 59.8% 0.152 5.1% 11% False False 49,003
100 4.530 2.762 1.768 59.8% 0.139 4.7% 11% False False 42,287
120 4.530 2.762 1.768 59.8% 0.128 4.3% 11% False False 36,983
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 0.025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.507
2.618 3.299
1.618 3.172
1.000 3.094
0.618 3.045
HIGH 2.967
0.618 2.918
0.500 2.904
0.382 2.889
LOW 2.840
0.618 2.762
1.000 2.713
1.618 2.635
2.618 2.508
4.250 2.300
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 2.940 2.934
PP 2.922 2.910
S1 2.904 2.886

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

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