NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 4.047 4.024 -0.023 -0.6% 4.224
High 4.067 4.042 -0.025 -0.6% 4.233
Low 3.987 3.990 0.003 0.1% 3.987
Close 4.017 4.005 -0.012 -0.3% 4.005
Range 0.080 0.052 -0.028 -35.0% 0.246
ATR 0.087 0.085 -0.003 -2.9% 0.000
Volume 7,693 6,071 -1,622 -21.1% 26,770
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.168 4.139 4.034
R3 4.116 4.087 4.019
R2 4.064 4.064 4.015
R1 4.035 4.035 4.010 4.024
PP 4.012 4.012 4.012 4.007
S1 3.983 3.983 4.000 3.972
S2 3.960 3.960 3.995
S3 3.908 3.931 3.991
S4 3.856 3.879 3.976
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.813 4.655 4.140
R3 4.567 4.409 4.073
R2 4.321 4.321 4.050
R1 4.163 4.163 4.028 4.119
PP 4.075 4.075 4.075 4.053
S1 3.917 3.917 3.982 3.873
S2 3.829 3.829 3.960
S3 3.583 3.671 3.937
S4 3.337 3.425 3.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.263 3.987 0.276 6.9% 0.081 2.0% 7% False False 6,900
10 4.300 3.987 0.313 7.8% 0.081 2.0% 6% False False 6,011
20 4.300 3.987 0.313 7.8% 0.084 2.1% 6% False False 4,834
40 4.317 3.945 0.372 9.3% 0.079 2.0% 16% False False 3,928
60 4.895 3.945 0.950 23.7% 0.080 2.0% 6% False False 3,340
80 4.895 3.945 0.950 23.7% 0.079 2.0% 6% False False 3,033
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.263
2.618 4.178
1.618 4.126
1.000 4.094
0.618 4.074
HIGH 4.042
0.618 4.022
0.500 4.016
0.382 4.010
LOW 3.990
0.618 3.958
1.000 3.938
1.618 3.906
2.618 3.854
4.250 3.769
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 4.016 4.038
PP 4.012 4.027
S1 4.009 4.016

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

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