NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 4.150 4.015 -0.135 -3.3% 4.064
High 4.158 4.015 -0.143 -3.4% 4.225
Low 4.006 3.955 -0.051 -1.3% 4.064
Close 4.009 3.972 -0.037 -0.9% 4.170
Range 0.152 0.060 -0.092 -60.5% 0.161
ATR 0.084 0.083 -0.002 -2.1% 0.000
Volume 12,252 17,753 5,501 44.9% 64,729
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.161 4.126 4.005
R3 4.101 4.066 3.989
R2 4.041 4.041 3.983
R1 4.006 4.006 3.978 3.994
PP 3.981 3.981 3.981 3.974
S1 3.946 3.946 3.967 3.934
S2 3.921 3.921 3.961
S3 3.861 3.886 3.956
S4 3.801 3.826 3.939
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.636 4.564 4.259
R3 4.475 4.403 4.214
R2 4.314 4.314 4.200
R1 4.242 4.242 4.185 4.278
PP 4.153 4.153 4.153 4.171
S1 4.081 4.081 4.155 4.117
S2 3.992 3.992 4.140
S3 3.831 3.920 4.126
S4 3.670 3.759 4.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.225 3.955 0.270 6.8% 0.092 2.3% 6% False True 15,660
10 4.225 3.955 0.270 6.8% 0.079 2.0% 6% False True 12,356
20 4.225 3.930 0.295 7.4% 0.079 2.0% 14% False False 11,160
40 4.288 3.885 0.403 10.1% 0.074 1.9% 22% False False 9,535
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.270
2.618 4.172
1.618 4.112
1.000 4.075
0.618 4.052
HIGH 4.015
0.618 3.992
0.500 3.985
0.382 3.978
LOW 3.955
0.618 3.918
1.000 3.895
1.618 3.858
2.618 3.798
4.250 3.700
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 3.985 4.067
PP 3.981 4.035
S1 3.976 4.004

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

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