NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 4.164 4.076 -0.088 -2.1% 3.990
High 4.207 4.095 -0.112 -2.7% 4.113
Low 4.055 3.978 -0.077 -1.9% 3.951
Close 4.064 4.000 -0.064 -1.6% 4.108
Range 0.152 0.117 -0.035 -23.0% 0.162
ATR 0.089 0.091 0.002 2.2% 0.000
Volume 25,148 23,188 -1,960 -7.8% 76,513
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.375 4.305 4.064
R3 4.258 4.188 4.032
R2 4.141 4.141 4.021
R1 4.071 4.071 4.011 4.048
PP 4.024 4.024 4.024 4.013
S1 3.954 3.954 3.989 3.931
S2 3.907 3.907 3.979
S3 3.790 3.837 3.968
S4 3.673 3.720 3.936
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 4.207 3.978 0.229 5.7% 0.100 2.5% 10% False True 22,928
10 4.207 3.951 0.256 6.4% 0.093 2.3% 19% False False 18,299
20 4.207 3.924 0.283 7.1% 0.090 2.3% 27% False False 16,669
40 4.225 3.924 0.301 7.5% 0.085 2.1% 25% False False 14,199
60 4.257 3.885 0.372 9.3% 0.080 2.0% 31% False False 12,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.592
2.618 4.401
1.618 4.284
1.000 4.212
0.618 4.167
HIGH 4.095
0.618 4.050
0.500 4.037
0.382 4.023
LOW 3.978
0.618 3.906
1.000 3.861
1.618 3.789
2.618 3.672
4.250 3.481
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 4.037 4.093
PP 4.024 4.062
S1 4.012 4.031

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

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