NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 4.049 4.126 0.077 1.9% 3.991
High 4.148 4.212 0.064 1.5% 4.188
Low 4.042 4.085 0.043 1.1% 3.990
Close 4.141 4.211 0.070 1.7% 4.054
Range 0.106 0.127 0.021 19.8% 0.198
ATR 0.089 0.091 0.003 3.1% 0.000
Volume 9,805 9,786 -19 -0.2% 40,684
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.550 4.508 4.281
R3 4.423 4.381 4.246
R2 4.296 4.296 4.234
R1 4.254 4.254 4.223 4.275
PP 4.169 4.169 4.169 4.180
S1 4.127 4.127 4.199 4.148
S2 4.042 4.042 4.188
S3 3.915 4.000 4.176
S4 3.788 3.873 4.141
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 4.212 3.990 0.222 5.3% 0.094 2.2% 100% True False 9,476
10 4.212 3.987 0.225 5.3% 0.090 2.1% 100% True False 8,339
20 4.300 3.987 0.313 7.4% 0.089 2.1% 72% False False 6,620
40 4.300 3.945 0.355 8.4% 0.086 2.0% 75% False False 4,803
60 4.690 3.945 0.745 17.7% 0.081 1.9% 36% False False 4,113
80 4.895 3.945 0.950 22.6% 0.080 1.9% 28% False False 3,623
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.752
2.618 4.544
1.618 4.417
1.000 4.339
0.618 4.290
HIGH 4.212
0.618 4.163
0.500 4.149
0.382 4.134
LOW 4.085
0.618 4.007
1.000 3.958
1.618 3.880
2.618 3.753
4.250 3.545
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 4.190 4.174
PP 4.169 4.138
S1 4.149 4.101

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

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