NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 4.032 4.082 0.050 1.2% 4.049
High 4.121 4.156 0.035 0.8% 4.235
Low 4.006 4.044 0.038 0.9% 4.042
Close 4.114 4.155 0.041 1.0% 4.054
Range 0.115 0.112 -0.003 -2.6% 0.193
ATR 0.088 0.090 0.002 1.9% 0.000
Volume 6,138 8,857 2,719 44.3% 37,592
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.454 4.417 4.217
R3 4.342 4.305 4.186
R2 4.230 4.230 4.176
R1 4.193 4.193 4.165 4.212
PP 4.118 4.118 4.118 4.128
S1 4.081 4.081 4.145 4.100
S2 4.006 4.006 4.134
S3 3.894 3.969 4.124
S4 3.782 3.857 4.093
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 4.156 4.006 0.150 3.6% 0.087 2.1% 99% True False 7,021
10 4.235 3.990 0.245 5.9% 0.089 2.2% 67% False False 7,838
20 4.300 3.987 0.313 7.5% 0.091 2.2% 54% False False 7,532
40 4.300 3.987 0.313 7.5% 0.087 2.1% 54% False False 5,500
60 4.540 3.945 0.595 14.3% 0.082 2.0% 35% False False 4,665
80 4.895 3.945 0.950 22.9% 0.081 2.0% 22% False False 4,006
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.632
2.618 4.449
1.618 4.337
1.000 4.268
0.618 4.225
HIGH 4.156
0.618 4.113
0.500 4.100
0.382 4.087
LOW 4.044
0.618 3.975
1.000 3.932
1.618 3.863
2.618 3.751
4.250 3.568
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 4.137 4.130
PP 4.118 4.106
S1 4.100 4.081

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

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