NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 2.707 2.646 -0.061 -2.3% 2.681
High 2.723 2.679 -0.044 -1.6% 2.806
Low 2.620 2.634 0.014 0.5% 2.620
Close 2.645 2.645 0.000 0.0% 2.645
Range 0.103 0.045 -0.058 -56.3% 0.186
ATR 0.131 0.124 -0.006 -4.7% 0.000
Volume 31,098 31,716 618 2.0% 133,363
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 2.788 2.761 2.670
R3 2.743 2.716 2.657
R2 2.698 2.698 2.653
R1 2.671 2.671 2.649 2.662
PP 2.653 2.653 2.653 2.648
S1 2.626 2.626 2.641 2.617
S2 2.608 2.608 2.637
S3 2.563 2.581 2.633
S4 2.518 2.536 2.620
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.248 3.133 2.747
R3 3.062 2.947 2.696
R2 2.876 2.876 2.679
R1 2.761 2.761 2.662 2.726
PP 2.690 2.690 2.690 2.673
S1 2.575 2.575 2.628 2.540
S2 2.504 2.504 2.611
S3 2.318 2.389 2.594
S4 2.132 2.203 2.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.806 2.620 0.186 7.0% 0.094 3.6% 13% False False 26,672
10 2.951 2.620 0.331 12.5% 0.102 3.8% 8% False False 25,997
20 3.200 2.620 0.580 21.9% 0.126 4.8% 4% False False 27,912
40 3.600 2.620 0.980 37.1% 0.123 4.6% 3% False False 21,646
60 3.782 2.620 1.162 43.9% 0.111 4.2% 2% False False 18,933
80 3.853 2.620 1.233 46.6% 0.102 3.9% 2% False False 16,176
100 3.883 2.620 1.263 47.8% 0.093 3.5% 2% False False 13,878
120 3.885 2.620 1.265 47.8% 0.086 3.3% 2% False False 12,190
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 2.870
2.618 2.797
1.618 2.752
1.000 2.724
0.618 2.707
HIGH 2.679
0.618 2.662
0.500 2.657
0.382 2.651
LOW 2.634
0.618 2.606
1.000 2.589
1.618 2.561
2.618 2.516
4.250 2.443
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 2.657 2.710
PP 2.653 2.688
S1 2.649 2.667

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

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