NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 4.071 3.964 -0.107 -2.6% 3.941
High 4.082 3.993 -0.089 -2.2% 4.115
Low 3.955 3.931 -0.024 -0.6% 3.931
Close 3.960 3.992 0.032 0.8% 3.992
Range 0.127 0.062 -0.065 -51.2% 0.184
ATR 0.084 0.082 -0.002 -1.9% 0.000
Volume 11,699 18,827 7,128 60.9% 77,680
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.158 4.137 4.026
R3 4.096 4.075 4.009
R2 4.034 4.034 4.003
R1 4.013 4.013 3.998 4.024
PP 3.972 3.972 3.972 3.977
S1 3.951 3.951 3.986 3.962
S2 3.910 3.910 3.981
S3 3.848 3.889 3.975
S4 3.786 3.827 3.958
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.565 4.462 4.093
R3 4.381 4.278 4.043
R2 4.197 4.197 4.026
R1 4.094 4.094 4.009 4.146
PP 4.013 4.013 4.013 4.038
S1 3.910 3.910 3.975 3.962
S2 3.829 3.829 3.958
S3 3.645 3.726 3.941
S4 3.461 3.542 3.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.115 3.931 0.184 4.6% 0.089 2.2% 33% False True 15,536
10 4.179 3.924 0.255 6.4% 0.083 2.1% 27% False False 15,968
20 4.225 3.924 0.301 7.5% 0.080 2.0% 23% False False 13,106
40 4.225 3.885 0.340 8.5% 0.077 1.9% 31% False False 11,080
60 4.693 3.885 0.808 20.2% 0.075 1.9% 13% False False 9,751
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.257
2.618 4.155
1.618 4.093
1.000 4.055
0.618 4.031
HIGH 3.993
0.618 3.969
0.500 3.962
0.382 3.955
LOW 3.931
0.618 3.893
1.000 3.869
1.618 3.831
2.618 3.769
4.250 3.668
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 3.982 4.016
PP 3.972 4.008
S1 3.962 4.000

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

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