NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 3.988 4.031 0.043 1.1% 3.988
High 4.059 4.089 0.030 0.7% 4.165
Low 3.951 3.976 0.025 0.6% 3.986
Close 4.053 4.087 0.034 0.8% 3.998
Range 0.108 0.113 0.005 4.6% 0.179
ATR 0.084 0.086 0.002 2.4% 0.000
Volume 11,225 14,318 3,093 27.6% 70,790
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.390 4.351 4.149
R3 4.277 4.238 4.118
R2 4.164 4.164 4.108
R1 4.125 4.125 4.097 4.145
PP 4.051 4.051 4.051 4.060
S1 4.012 4.012 4.077 4.032
S2 3.938 3.938 4.066
S3 3.825 3.899 4.056
S4 3.712 3.786 4.025
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 4.089 3.951 0.138 3.4% 0.085 2.1% 99% True False 13,671
10 4.165 3.931 0.234 5.7% 0.087 2.1% 67% False False 14,360
20 4.225 3.924 0.301 7.4% 0.088 2.2% 54% False False 15,231
40 4.225 3.924 0.301 7.4% 0.082 2.0% 54% False False 12,403
60 4.441 3.885 0.556 13.6% 0.077 1.9% 36% False False 10,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.569
2.618 4.385
1.618 4.272
1.000 4.202
0.618 4.159
HIGH 4.089
0.618 4.046
0.500 4.033
0.382 4.019
LOW 3.976
0.618 3.906
1.000 3.863
1.618 3.793
2.618 3.680
4.250 3.496
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 4.069 4.065
PP 4.051 4.042
S1 4.033 4.020

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

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