NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 3.956 3.941 -0.015 -0.4% 4.150
High 3.971 4.027 0.056 1.4% 4.158
Low 3.924 3.934 0.010 0.3% 3.924
Close 3.942 4.013 0.071 1.8% 3.942
Range 0.047 0.093 0.046 97.9% 0.234
ATR 0.080 0.080 0.001 1.2% 0.000
Volume 16,290 9,750 -6,540 -40.1% 65,043
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.270 4.235 4.064
R3 4.177 4.142 4.039
R2 4.084 4.084 4.030
R1 4.049 4.049 4.022 4.067
PP 3.991 3.991 3.991 4.000
S1 3.956 3.956 4.004 3.974
S2 3.898 3.898 3.996
S3 3.805 3.863 3.987
S4 3.712 3.770 3.962
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.710 4.560 4.071
R3 4.476 4.326 4.006
R2 4.242 4.242 3.985
R1 4.092 4.092 3.963 4.050
PP 4.008 4.008 4.008 3.987
S1 3.858 3.858 3.921 3.816
S2 3.774 3.774 3.899
S3 3.540 3.624 3.878
S4 3.306 3.390 3.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.158 3.924 0.234 5.8% 0.085 2.1% 38% False False 14,958
10 4.225 3.924 0.301 7.5% 0.079 2.0% 30% False False 13,952
20 4.225 3.924 0.301 7.5% 0.077 1.9% 30% False False 11,988
40 4.242 3.885 0.357 8.9% 0.075 1.9% 36% False False 10,103
60 4.810 3.885 0.925 23.1% 0.074 1.9% 14% False False 9,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.422
2.618 4.270
1.618 4.177
1.000 4.120
0.618 4.084
HIGH 4.027
0.618 3.991
0.500 3.981
0.382 3.970
LOW 3.934
0.618 3.877
1.000 3.841
1.618 3.784
2.618 3.691
4.250 3.539
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 4.002 4.001
PP 3.991 3.988
S1 3.981 3.976

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

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