NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 4.031 4.067 0.036 0.9% 3.990
High 4.089 4.113 0.024 0.6% 4.113
Low 3.976 4.055 0.079 2.0% 3.951
Close 4.087 4.108 0.021 0.5% 4.108
Range 0.113 0.058 -0.055 -48.7% 0.162
ATR 0.086 0.084 -0.002 -2.3% 0.000
Volume 14,318 22,521 8,203 57.3% 76,513
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.266 4.245 4.140
R3 4.208 4.187 4.124
R2 4.150 4.150 4.119
R1 4.129 4.129 4.113 4.140
PP 4.092 4.092 4.092 4.097
S1 4.071 4.071 4.103 4.082
S2 4.034 4.034 4.097
S3 3.976 4.013 4.092
S4 3.918 3.955 4.076
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.543 4.488 4.197
R3 4.381 4.326 4.153
R2 4.219 4.219 4.138
R1 4.164 4.164 4.123 4.192
PP 4.057 4.057 4.057 4.071
S1 4.002 4.002 4.093 4.030
S2 3.895 3.895 4.078
S3 3.733 3.840 4.063
S4 3.571 3.678 4.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.113 3.951 0.162 3.9% 0.084 2.0% 97% True False 15,302
10 4.165 3.951 0.214 5.2% 0.087 2.1% 73% False False 14,730
20 4.179 3.924 0.255 6.2% 0.085 2.1% 72% False False 15,349
40 4.225 3.924 0.301 7.3% 0.081 2.0% 61% False False 12,781
60 4.432 3.885 0.547 13.3% 0.077 1.9% 41% False False 10,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.360
2.618 4.265
1.618 4.207
1.000 4.171
0.618 4.149
HIGH 4.113
0.618 4.091
0.500 4.084
0.382 4.077
LOW 4.055
0.618 4.019
1.000 3.997
1.618 3.961
2.618 3.903
4.250 3.809
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 4.100 4.083
PP 4.092 4.057
S1 4.084 4.032

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

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