NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 4.262 4.239 -0.023 -0.5% 4.048
High 4.278 4.285 0.007 0.2% 4.180
Low 4.212 4.130 -0.082 -1.9% 4.006
Close 4.236 4.138 -0.098 -2.3% 4.174
Range 0.066 0.155 0.089 134.8% 0.174
ATR 0.088 0.093 0.005 5.4% 0.000
Volume 9,798 11,001 1,203 12.3% 38,506
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.649 4.549 4.223
R3 4.494 4.394 4.181
R2 4.339 4.339 4.166
R1 4.239 4.239 4.152 4.212
PP 4.184 4.184 4.184 4.171
S1 4.084 4.084 4.124 4.057
S2 4.029 4.029 4.110
S3 3.874 3.929 4.095
S4 3.719 3.774 4.053
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 4.285 4.044 0.241 5.8% 0.102 2.5% 39% True False 9,277
10 4.285 4.006 0.279 6.7% 0.096 2.3% 47% True False 7,835
20 4.285 3.987 0.298 7.2% 0.091 2.2% 51% True False 7,939
40 4.300 3.987 0.313 7.6% 0.089 2.1% 48% False False 6,157
60 4.362 3.945 0.417 10.1% 0.083 2.0% 46% False False 5,129
80 4.895 3.945 0.950 23.0% 0.083 2.0% 20% False False 4,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.944
2.618 4.691
1.618 4.536
1.000 4.440
0.618 4.381
HIGH 4.285
0.618 4.226
0.500 4.208
0.382 4.189
LOW 4.130
0.618 4.034
1.000 3.975
1.618 3.879
2.618 3.724
4.250 3.471
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 4.208 4.208
PP 4.184 4.184
S1 4.161 4.161

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

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