NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 4.023 4.049 0.026 0.6% 3.991
High 4.054 4.148 0.094 2.3% 4.188
Low 3.990 4.042 0.052 1.3% 3.990
Close 4.054 4.141 0.087 2.1% 4.054
Range 0.064 0.106 0.042 65.6% 0.198
ATR 0.087 0.089 0.001 1.5% 0.000
Volume 11,570 9,805 -1,765 -15.3% 40,684
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.428 4.391 4.199
R3 4.322 4.285 4.170
R2 4.216 4.216 4.160
R1 4.179 4.179 4.151 4.198
PP 4.110 4.110 4.110 4.120
S1 4.073 4.073 4.131 4.092
S2 4.004 4.004 4.122
S3 3.898 3.967 4.112
S4 3.792 3.861 4.083
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 4.8% 0.095 2.3% 76% False False 9,225
10 4.233 3.987 0.246 5.9% 0.093 2.2% 63% False False 7,725
20 4.300 3.987 0.313 7.6% 0.087 2.1% 49% False False 6,370
40 4.300 3.945 0.355 8.6% 0.084 2.0% 55% False False 4,601
60 4.709 3.945 0.764 18.4% 0.079 1.9% 26% False False 3,983
80 4.895 3.945 0.950 22.9% 0.080 1.9% 21% False False 3,521
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.599
2.618 4.426
1.618 4.320
1.000 4.254
0.618 4.214
HIGH 4.148
0.618 4.108
0.500 4.095
0.382 4.082
LOW 4.042
0.618 3.976
1.000 3.936
1.618 3.870
2.618 3.764
4.250 3.592
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 4.126 4.117
PP 4.110 4.093
S1 4.095 4.069

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

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