NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 4.141 4.023 -0.118 -2.8% 3.991
High 4.142 4.054 -0.088 -2.1% 4.188
Low 4.010 3.990 -0.020 -0.5% 3.990
Close 4.020 4.054 0.034 0.8% 4.054
Range 0.132 0.064 -0.068 -51.5% 0.198
ATR 0.089 0.087 -0.002 -2.0% 0.000
Volume 5,798 11,570 5,772 99.6% 40,684
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.225 4.203 4.089
R3 4.161 4.139 4.072
R2 4.097 4.097 4.066
R1 4.075 4.075 4.060 4.086
PP 4.033 4.033 4.033 4.038
S1 4.011 4.011 4.048 4.022
S2 3.969 3.969 4.042
S3 3.905 3.947 4.036
S4 3.841 3.883 4.019
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.671 4.561 4.163
R3 4.473 4.363 4.108
R2 4.275 4.275 4.090
R1 4.165 4.165 4.072 4.220
PP 4.077 4.077 4.077 4.105
S1 3.967 3.967 4.036 4.022
S2 3.879 3.879 4.018
S3 3.681 3.769 4.000
S4 3.483 3.571 3.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.188 3.990 0.198 4.9% 0.093 2.3% 32% False True 8,136
10 4.263 3.987 0.276 6.8% 0.087 2.2% 24% False False 7,518
20 4.300 3.987 0.313 7.7% 0.087 2.1% 21% False False 6,067
40 4.300 3.945 0.355 8.8% 0.082 2.0% 31% False False 4,703
60 4.800 3.945 0.855 21.1% 0.080 2.0% 13% False False 3,831
80 4.895 3.945 0.950 23.4% 0.079 2.0% 11% False False 3,438
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.326
2.618 4.222
1.618 4.158
1.000 4.118
0.618 4.094
HIGH 4.054
0.618 4.030
0.500 4.022
0.382 4.014
LOW 3.990
0.618 3.950
1.000 3.926
1.618 3.886
2.618 3.822
4.250 3.718
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 4.043 4.078
PP 4.033 4.070
S1 4.022 4.062

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

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