NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 2.710 2.838 0.128 4.7% 2.649
High 2.867 2.891 0.024 0.8% 2.780
Low 2.710 2.700 -0.010 -0.4% 2.589
Close 2.814 2.733 -0.081 -2.9% 2.602
Range 0.157 0.191 0.034 21.7% 0.191
ATR 0.134 0.138 0.004 3.1% 0.000
Volume 130,268 136,420 6,152 4.7% 279,818
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.348 3.231 2.838
R3 3.157 3.040 2.786
R2 2.966 2.966 2.768
R1 2.849 2.849 2.751 2.812
PP 2.775 2.775 2.775 2.756
S1 2.658 2.658 2.715 2.621
S2 2.584 2.584 2.698
S3 2.393 2.467 2.680
S4 2.202 2.276 2.628
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.230 3.107 2.707
R3 3.039 2.916 2.655
R2 2.848 2.848 2.637
R1 2.725 2.725 2.620 2.691
PP 2.657 2.657 2.657 2.640
S1 2.534 2.534 2.584 2.500
S2 2.466 2.466 2.567
S3 2.275 2.343 2.549
S4 2.084 2.152 2.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.891 2.594 0.297 10.9% 0.128 4.7% 47% True False 105,744
10 2.891 2.589 0.302 11.1% 0.117 4.3% 48% True False 80,160
20 3.194 2.589 0.605 22.1% 0.136 5.0% 24% False False 70,292
40 3.512 2.589 0.923 33.8% 0.137 5.0% 16% False False 53,319
60 3.848 2.589 1.259 46.1% 0.125 4.6% 11% False False 47,144
80 3.895 2.589 1.306 47.8% 0.115 4.2% 11% False False 42,536
100 3.910 2.589 1.321 48.3% 0.105 3.8% 11% False False 36,488
120 3.944 2.589 1.355 49.6% 0.098 3.6% 11% False False 32,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.703
2.618 3.391
1.618 3.200
1.000 3.082
0.618 3.009
HIGH 2.891
0.618 2.818
0.500 2.796
0.382 2.773
LOW 2.700
0.618 2.582
1.000 2.509
1.618 2.391
2.618 2.200
4.250 1.888
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 2.796 2.765
PP 2.775 2.754
S1 2.754 2.744

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

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