NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 2.873 2.728 -0.145 -5.0% 2.895
High 2.926 2.744 -0.182 -6.2% 2.951
Low 2.695 2.675 -0.020 -0.7% 2.675
Close 2.746 2.714 -0.032 -1.2% 2.714
Range 0.231 0.069 -0.162 -70.1% 0.276
ATR 0.144 0.139 -0.005 -3.6% 0.000
Volume 20,789 35,874 15,085 72.6% 126,616
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 2.918 2.885 2.752
R3 2.849 2.816 2.733
R2 2.780 2.780 2.727
R1 2.747 2.747 2.720 2.729
PP 2.711 2.711 2.711 2.702
S1 2.678 2.678 2.708 2.660
S2 2.642 2.642 2.701
S3 2.573 2.609 2.695
S4 2.504 2.540 2.676
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.608 3.437 2.866
R3 3.332 3.161 2.790
R2 3.056 3.056 2.765
R1 2.885 2.885 2.739 2.833
PP 2.780 2.780 2.780 2.754
S1 2.609 2.609 2.689 2.557
S2 2.504 2.504 2.663
S3 2.228 2.333 2.638
S4 1.952 2.057 2.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.951 2.675 0.276 10.2% 0.109 4.0% 14% False True 25,323
10 3.080 2.675 0.405 14.9% 0.126 4.6% 10% False True 28,528
20 3.200 2.675 0.525 19.3% 0.144 5.3% 7% False True 26,506
40 3.600 2.675 0.925 34.1% 0.122 4.5% 4% False True 20,207
60 3.853 2.675 1.178 43.4% 0.111 4.1% 3% False True 18,179
80 3.853 2.675 1.178 43.4% 0.099 3.7% 3% False True 14,794
100 3.883 2.675 1.208 44.5% 0.091 3.3% 3% False True 12,766
120 3.885 2.675 1.210 44.6% 0.084 3.1% 3% False True 11,203
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.037
2.618 2.925
1.618 2.856
1.000 2.813
0.618 2.787
HIGH 2.744
0.618 2.718
0.500 2.710
0.382 2.701
LOW 2.675
0.618 2.632
1.000 2.606
1.618 2.563
2.618 2.494
4.250 2.382
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 2.713 2.801
PP 2.711 2.772
S1 2.710 2.743

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

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