NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 3.964 3.988 0.024 0.6% 3.941
High 3.993 4.088 0.095 2.4% 4.115
Low 3.931 3.986 0.055 1.4% 3.931
Close 3.992 4.078 0.086 2.2% 3.992
Range 0.062 0.102 0.040 64.5% 0.184
ATR 0.082 0.084 0.001 1.7% 0.000
Volume 18,827 10,676 -8,151 -43.3% 77,680
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.357 4.319 4.134
R3 4.255 4.217 4.106
R2 4.153 4.153 4.097
R1 4.115 4.115 4.087 4.134
PP 4.051 4.051 4.051 4.060
S1 4.013 4.013 4.069 4.032
S2 3.949 3.949 4.059
S3 3.847 3.911 4.050
S4 3.745 3.809 4.022
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 4.5% 0.091 2.2% 80% False False 15,721
10 4.158 3.924 0.234 5.7% 0.088 2.2% 66% False False 15,339
20 4.225 3.924 0.301 7.4% 0.081 2.0% 51% False False 13,092
40 4.225 3.885 0.340 8.3% 0.079 1.9% 57% False False 11,011
60 4.596 3.885 0.711 17.4% 0.075 1.8% 27% False False 9,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.522
2.618 4.355
1.618 4.253
1.000 4.190
0.618 4.151
HIGH 4.088
0.618 4.049
0.500 4.037
0.382 4.025
LOW 3.986
0.618 3.923
1.000 3.884
1.618 3.821
2.618 3.719
4.250 3.553
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 4.064 4.055
PP 4.051 4.032
S1 4.037 4.010

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

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