NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 4.163 4.262 0.099 2.4% 4.048
High 4.280 4.278 -0.002 0.0% 4.180
Low 4.163 4.212 0.049 1.2% 4.006
Close 4.274 4.236 -0.038 -0.9% 4.174
Range 0.117 0.066 -0.051 -43.6% 0.174
ATR 0.090 0.088 -0.002 -1.9% 0.000
Volume 7,453 9,798 2,345 31.5% 38,506
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.440 4.404 4.272
R3 4.374 4.338 4.254
R2 4.308 4.308 4.248
R1 4.272 4.272 4.242 4.257
PP 4.242 4.242 4.242 4.235
S1 4.206 4.206 4.230 4.191
S2 4.176 4.176 4.224
S3 4.110 4.140 4.218
S4 4.044 4.074 4.200
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.642 4.582 4.270
R3 4.468 4.408 4.222
R2 4.294 4.294 4.206
R1 4.234 4.234 4.190 4.264
PP 4.120 4.120 4.120 4.135
S1 4.060 4.060 4.158 4.090
S2 3.946 3.946 4.142
S3 3.772 3.886 4.126
S4 3.598 3.712 4.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.280 4.006 0.274 6.5% 0.094 2.2% 84% False False 8,305
10 4.280 4.006 0.274 6.5% 0.084 2.0% 84% False False 7,375
20 4.280 3.987 0.293 6.9% 0.087 2.1% 85% False False 7,857
40 4.300 3.987 0.313 7.4% 0.086 2.0% 80% False False 5,924
60 4.368 3.945 0.423 10.0% 0.082 1.9% 69% False False 5,020
80 4.895 3.945 0.950 22.4% 0.082 1.9% 31% False False 4,272
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.559
2.618 4.451
1.618 4.385
1.000 4.344
0.618 4.319
HIGH 4.278
0.618 4.253
0.500 4.245
0.382 4.237
LOW 4.212
0.618 4.171
1.000 4.146
1.618 4.105
2.618 4.039
4.250 3.932
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 4.245 4.224
PP 4.242 4.212
S1 4.239 4.200

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

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