NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 4.071 4.071 0.000 0.0% 4.150
High 4.101 4.082 -0.019 -0.5% 4.158
Low 4.060 3.955 -0.105 -2.6% 3.924
Close 4.078 3.960 -0.118 -2.9% 3.942
Range 0.041 0.127 0.086 209.8% 0.234
ATR 0.080 0.084 0.003 4.1% 0.000
Volume 24,869 11,699 -13,170 -53.0% 65,043
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.380 4.297 4.030
R3 4.253 4.170 3.995
R2 4.126 4.126 3.983
R1 4.043 4.043 3.972 4.021
PP 3.999 3.999 3.999 3.988
S1 3.916 3.916 3.948 3.894
S2 3.872 3.872 3.937
S3 3.745 3.789 3.925
S4 3.618 3.662 3.890
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 4.8% 0.086 2.2% 19% False False 15,028
10 4.225 3.924 0.301 7.6% 0.089 2.3% 12% False False 16,102
20 4.225 3.924 0.301 7.6% 0.081 2.0% 12% False False 13,260
40 4.225 3.885 0.340 8.6% 0.078 2.0% 22% False False 10,744
60 4.763 3.885 0.878 22.2% 0.076 1.9% 9% False False 9,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.622
2.618 4.414
1.618 4.287
1.000 4.209
0.618 4.160
HIGH 4.082
0.618 4.033
0.500 4.019
0.382 4.004
LOW 3.955
0.618 3.877
1.000 3.828
1.618 3.750
2.618 3.623
4.250 3.415
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 4.019 4.035
PP 3.999 4.010
S1 3.980 3.985

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

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