NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 3.055 3.024 -0.031 -1.0% 3.157
High 3.066 3.024 -0.042 -1.4% 3.187
Low 2.999 2.918 -0.081 -2.7% 2.919
Close 3.062 2.924 -0.138 -4.5% 3.062
Range 0.067 0.106 0.039 58.2% 0.268
ATR 0.104 0.107 0.003 2.7% 0.000
Volume 6,285 6,764 479 7.6% 28,668
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.273 3.205 2.982
R3 3.167 3.099 2.953
R2 3.061 3.061 2.943
R1 2.993 2.993 2.934 2.974
PP 2.955 2.955 2.955 2.946
S1 2.887 2.887 2.914 2.868
S2 2.849 2.849 2.905
S3 2.743 2.781 2.895
S4 2.637 2.675 2.866
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.860 3.729 3.209
R3 3.592 3.461 3.136
R2 3.324 3.324 3.111
R1 3.193 3.193 3.087 3.125
PP 3.056 3.056 3.056 3.022
S1 2.925 2.925 3.037 2.857
S2 2.788 2.788 3.013
S3 2.520 2.657 2.988
S4 2.252 2.389 2.915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.066 2.918 0.148 5.1% 0.104 3.6% 4% False True 6,770
10 3.232 2.918 0.314 10.7% 0.120 4.1% 2% False True 5,145
20 3.639 2.918 0.721 24.7% 0.100 3.4% 1% False True 4,119
40 3.818 2.918 0.900 30.8% 0.086 2.9% 1% False True 3,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.475
2.618 3.302
1.618 3.196
1.000 3.130
0.618 3.090
HIGH 3.024
0.618 2.984
0.500 2.971
0.382 2.958
LOW 2.918
0.618 2.852
1.000 2.812
1.618 2.746
2.618 2.640
4.250 2.468
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 2.971 2.992
PP 2.955 2.969
S1 2.940 2.947

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

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