NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 3.771 3.807 0.036 1.0% 3.775
High 3.820 3.831 0.011 0.3% 3.831
Low 3.750 3.789 0.039 1.0% 3.740
Close 3.815 3.831 0.016 0.4% 3.831
Range 0.070 0.042 -0.028 -40.0% 0.091
ATR 0.057 0.056 -0.001 -1.9% 0.000
Volume 3,460 3,712 252 7.3% 16,264
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 3.943 3.929 3.854
R3 3.901 3.887 3.843
R2 3.859 3.859 3.839
R1 3.845 3.845 3.835 3.852
PP 3.817 3.817 3.817 3.821
S1 3.803 3.803 3.827 3.810
S2 3.775 3.775 3.823
S3 3.733 3.761 3.819
S4 3.691 3.719 3.808
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.074 4.043 3.881
R3 3.983 3.952 3.856
R2 3.892 3.892 3.848
R1 3.861 3.861 3.839 3.877
PP 3.801 3.801 3.801 3.808
S1 3.770 3.770 3.823 3.786
S2 3.710 3.710 3.814
S3 3.619 3.679 3.806
S4 3.528 3.588 3.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.831 3.740 0.091 2.4% 0.055 1.4% 100% True False 3,252
10 3.883 3.740 0.143 3.7% 0.056 1.5% 64% False False 3,412
20 3.883 3.720 0.163 4.3% 0.055 1.4% 68% False False 3,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.010
2.618 3.941
1.618 3.899
1.000 3.873
0.618 3.857
HIGH 3.831
0.618 3.815
0.500 3.810
0.382 3.805
LOW 3.789
0.618 3.763
1.000 3.747
1.618 3.721
2.618 3.679
4.250 3.611
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 3.824 3.816
PP 3.817 3.801
S1 3.810 3.786

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

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