NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 3.941 3.999 0.058 1.5% 4.150
High 4.027 4.115 0.088 2.2% 4.158
Low 3.934 3.992 0.058 1.5% 3.924
Close 4.013 4.094 0.081 2.0% 3.942
Range 0.093 0.123 0.030 32.3% 0.234
ATR 0.080 0.084 0.003 3.8% 0.000
Volume 9,750 12,535 2,785 28.6% 65,043
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.436 4.388 4.162
R3 4.313 4.265 4.128
R2 4.190 4.190 4.117
R1 4.142 4.142 4.105 4.166
PP 4.067 4.067 4.067 4.079
S1 4.019 4.019 4.083 4.043
S2 3.944 3.944 4.071
S3 3.821 3.896 4.060
S4 3.698 3.773 4.026
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 4.115 3.924 0.191 4.7% 0.080 1.9% 89% True False 15,015
10 4.225 3.924 0.301 7.4% 0.084 2.1% 56% False False 14,620
20 4.225 3.924 0.301 7.4% 0.080 1.9% 56% False False 12,224
40 4.230 3.885 0.345 8.4% 0.076 1.9% 61% False False 10,195
60 4.810 3.885 0.925 22.6% 0.076 1.8% 23% False False 9,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.638
2.618 4.437
1.618 4.314
1.000 4.238
0.618 4.191
HIGH 4.115
0.618 4.068
0.500 4.054
0.382 4.039
LOW 3.992
0.618 3.916
1.000 3.869
1.618 3.793
2.618 3.670
4.250 3.469
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 4.081 4.069
PP 4.067 4.044
S1 4.054 4.020

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

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