NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 4.067 4.110 0.043 1.1% 3.990
High 4.113 4.202 0.089 2.2% 4.113
Low 4.055 4.095 0.040 1.0% 3.951
Close 4.108 4.195 0.087 2.1% 4.108
Range 0.058 0.107 0.049 84.5% 0.162
ATR 0.084 0.086 0.002 1.9% 0.000
Volume 22,521 18,475 -4,046 -18.0% 76,513
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.485 4.447 4.254
R3 4.378 4.340 4.224
R2 4.271 4.271 4.215
R1 4.233 4.233 4.205 4.252
PP 4.164 4.164 4.164 4.174
S1 4.126 4.126 4.185 4.145
S2 4.057 4.057 4.175
S3 3.950 4.019 4.166
S4 3.843 3.912 4.136
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 4.202 3.951 0.251 6.0% 0.092 2.2% 97% True False 16,086
10 4.202 3.951 0.251 6.0% 0.087 2.1% 97% True False 15,510
20 4.202 3.924 0.278 6.6% 0.088 2.1% 97% True False 15,425
40 4.225 3.924 0.301 7.2% 0.081 1.9% 90% False False 12,943
60 4.391 3.885 0.506 12.1% 0.078 1.9% 61% False False 11,203
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.657
2.618 4.482
1.618 4.375
1.000 4.309
0.618 4.268
HIGH 4.202
0.618 4.161
0.500 4.149
0.382 4.136
LOW 4.095
0.618 4.029
1.000 3.988
1.618 3.922
2.618 3.815
4.250 3.640
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 4.180 4.160
PP 4.164 4.124
S1 4.149 4.089

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

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