NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 4.104 4.122 0.018 0.4% 4.163
High 4.174 4.128 -0.046 -1.1% 4.285
Low 4.088 4.043 -0.045 -1.1% 4.047
Close 4.170 4.055 -0.115 -2.8% 4.170
Range 0.086 0.085 -0.001 -1.2% 0.238
ATR 0.096 0.098 0.002 2.3% 0.000
Volume 12,284 11,085 -1,199 -9.8% 52,644
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.330 4.278 4.102
R3 4.245 4.193 4.078
R2 4.160 4.160 4.071
R1 4.108 4.108 4.063 4.092
PP 4.075 4.075 4.075 4.067
S1 4.023 4.023 4.047 4.007
S2 3.990 3.990 4.039
S3 3.905 3.938 4.032
S4 3.820 3.853 4.008
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.881 4.764 4.301
R3 4.643 4.526 4.235
R2 4.405 4.405 4.214
R1 4.288 4.288 4.192 4.347
PP 4.167 4.167 4.167 4.197
S1 4.050 4.050 4.148 4.109
S2 3.929 3.929 4.126
S3 3.691 3.812 4.105
S4 3.453 3.574 4.039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.285 4.043 0.242 6.0% 0.103 2.5% 5% False True 11,255
10 4.285 4.006 0.279 6.9% 0.100 2.5% 18% False False 9,449
20 4.285 3.990 0.295 7.3% 0.095 2.3% 22% False False 8,807
40 4.300 3.987 0.313 7.7% 0.090 2.2% 22% False False 6,834
60 4.317 3.945 0.372 9.2% 0.085 2.1% 30% False False 5,587
80 4.895 3.945 0.950 23.4% 0.082 2.0% 12% False False 4,733
100 4.895 3.945 0.950 23.4% 0.083 2.0% 12% False False 4,205
Crabel Price Patterns
NR True
NR4 True
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.489
2.618 4.351
1.618 4.266
1.000 4.213
0.618 4.181
HIGH 4.128
0.618 4.096
0.500 4.086
0.382 4.075
LOW 4.043
0.618 3.990
1.000 3.958
1.618 3.905
2.618 3.820
4.250 3.682
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 4.086 4.109
PP 4.075 4.091
S1 4.065 4.073

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

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