NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 4.050 3.990 -0.060 -1.5% 3.988
High 4.050 4.026 -0.024 -0.6% 4.165
Low 3.986 3.959 -0.027 -0.7% 3.986
Close 3.998 4.005 0.007 0.2% 3.998
Range 0.064 0.067 0.003 4.7% 0.179
ATR 0.084 0.083 -0.001 -1.5% 0.000
Volume 14,364 14,555 191 1.3% 70,790
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.198 4.168 4.042
R3 4.131 4.101 4.023
R2 4.064 4.064 4.017
R1 4.034 4.034 4.011 4.049
PP 3.997 3.997 3.997 4.004
S1 3.967 3.967 3.999 3.982
S2 3.930 3.930 3.993
S3 3.863 3.900 3.987
S4 3.796 3.833 3.968
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.587 4.471 4.096
R3 4.408 4.292 4.047
R2 4.229 4.229 4.031
R1 4.113 4.113 4.014 4.171
PP 4.050 4.050 4.050 4.079
S1 3.934 3.934 3.982 3.992
S2 3.871 3.871 3.965
S3 3.692 3.755 3.949
S4 3.513 3.576 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.165 3.959 0.206 5.1% 0.083 2.1% 22% False True 14,933
10 4.165 3.931 0.234 5.8% 0.087 2.2% 32% False False 15,327
20 4.225 3.924 0.301 7.5% 0.083 2.1% 27% False False 14,639
40 4.225 3.885 0.340 8.5% 0.080 2.0% 35% False False 12,042
60 4.485 3.885 0.600 15.0% 0.076 1.9% 20% False False 10,465
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.311
2.618 4.201
1.618 4.134
1.000 4.093
0.618 4.067
HIGH 4.026
0.618 4.000
0.500 3.993
0.382 3.985
LOW 3.959
0.618 3.918
1.000 3.892
1.618 3.851
2.618 3.784
4.250 3.674
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 4.001 4.055
PP 3.997 4.038
S1 3.993 4.022

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

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