NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 3.990 3.986 -0.004 -0.1% 3.988
High 4.026 4.044 0.018 0.4% 4.165
Low 3.959 3.969 0.010 0.3% 3.986
Close 4.005 3.973 -0.032 -0.8% 3.998
Range 0.067 0.075 0.008 11.9% 0.179
ATR 0.083 0.082 -0.001 -0.7% 0.000
Volume 14,555 13,894 -661 -4.5% 70,790
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.220 4.172 4.014
R3 4.145 4.097 3.994
R2 4.070 4.070 3.987
R1 4.022 4.022 3.980 4.009
PP 3.995 3.995 3.995 3.989
S1 3.947 3.947 3.966 3.934
S2 3.920 3.920 3.959
S3 3.845 3.872 3.952
S4 3.770 3.797 3.932
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 5.2% 0.074 1.9% 7% False False 14,344
10 4.165 3.931 0.234 5.9% 0.082 2.1% 18% False False 15,463
20 4.225 3.924 0.301 7.6% 0.083 2.1% 16% False False 15,041
40 4.225 3.885 0.340 8.6% 0.079 2.0% 26% False False 12,185
60 4.485 3.885 0.600 15.1% 0.076 1.9% 15% False False 10,531
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.240
1.618 4.165
1.000 4.119
0.618 4.090
HIGH 4.044
0.618 4.015
0.500 4.007
0.382 3.998
LOW 3.969
0.618 3.923
1.000 3.894
1.618 3.848
2.618 3.773
4.250 3.650
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 4.007 4.005
PP 3.995 3.994
S1 3.984 3.984

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

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