NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 4.126 4.207 0.081 2.0% 3.991
High 4.212 4.235 0.023 0.5% 4.188
Low 4.085 4.196 0.111 2.7% 3.990
Close 4.211 4.216 0.005 0.1% 4.054
Range 0.127 0.039 -0.088 -69.3% 0.198
ATR 0.091 0.088 -0.004 -4.1% 0.000
Volume 9,786 6,409 -3,377 -34.5% 40,684
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.333 4.313 4.237
R3 4.294 4.274 4.227
R2 4.255 4.255 4.223
R1 4.235 4.235 4.220 4.245
PP 4.216 4.216 4.216 4.221
S1 4.196 4.196 4.212 4.206
S2 4.177 4.177 4.209
S3 4.138 4.157 4.205
S4 4.099 4.118 4.195
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 4.235 3.990 0.245 5.8% 0.094 2.2% 92% True False 8,673
10 4.235 3.987 0.248 5.9% 0.087 2.1% 92% True False 8,044
20 4.300 3.987 0.313 7.4% 0.087 2.1% 73% False False 6,668
40 4.300 3.945 0.355 8.4% 0.085 2.0% 76% False False 4,911
60 4.690 3.945 0.745 17.7% 0.080 1.9% 36% False False 4,203
80 4.895 3.945 0.950 22.5% 0.080 1.9% 29% False False 3,657
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4.401
2.618 4.337
1.618 4.298
1.000 4.274
0.618 4.259
HIGH 4.235
0.618 4.220
0.500 4.216
0.382 4.211
LOW 4.196
0.618 4.172
1.000 4.157
1.618 4.133
2.618 4.094
4.250 4.030
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 4.216 4.190
PP 4.216 4.164
S1 4.216 4.139

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

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