NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 4.043 4.032 -0.011 -0.3% 4.049
High 4.101 4.121 0.020 0.5% 4.235
Low 4.024 4.006 -0.018 -0.4% 4.042
Close 4.027 4.114 0.087 2.2% 4.054
Range 0.077 0.115 0.038 49.4% 0.193
ATR 0.086 0.088 0.002 2.4% 0.000
Volume 6,487 6,138 -349 -5.4% 37,592
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.425 4.385 4.177
R3 4.310 4.270 4.146
R2 4.195 4.195 4.135
R1 4.155 4.155 4.125 4.175
PP 4.080 4.080 4.080 4.091
S1 4.040 4.040 4.103 4.060
S2 3.965 3.965 4.093
S3 3.850 3.925 4.082
S4 3.735 3.810 4.051
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.689 4.565 4.160
R3 4.496 4.372 4.107
R2 4.303 4.303 4.089
R1 4.179 4.179 4.072 4.241
PP 4.110 4.110 4.110 4.142
S1 3.986 3.986 4.036 4.048
S2 3.917 3.917 4.019
S3 3.724 3.793 4.001
S4 3.531 3.600 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.221 4.006 0.215 5.2% 0.089 2.2% 50% False True 6,392
10 4.235 3.990 0.245 6.0% 0.091 2.2% 51% False False 7,532
20 4.300 3.987 0.313 7.6% 0.090 2.2% 41% False False 7,416
40 4.300 3.966 0.334 8.1% 0.086 2.1% 44% False False 5,328
60 4.575 3.945 0.630 15.3% 0.081 2.0% 27% False False 4,552
80 4.895 3.945 0.950 23.1% 0.080 2.0% 18% False False 3,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.610
2.618 4.422
1.618 4.307
1.000 4.236
0.618 4.192
HIGH 4.121
0.618 4.077
0.500 4.064
0.382 4.050
LOW 4.006
0.618 3.935
1.000 3.891
1.618 3.820
2.618 3.705
4.250 3.517
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 4.097 4.097
PP 4.080 4.080
S1 4.064 4.064

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

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