NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 4.076 4.048 -0.028 -0.7% 4.110
High 4.095 4.090 -0.005 -0.1% 4.207
Low 3.978 4.013 0.035 0.9% 3.978
Close 4.000 4.088 0.088 2.2% 4.088
Range 0.117 0.077 -0.040 -34.2% 0.229
ATR 0.091 0.091 0.000 -0.1% 0.000
Volume 23,188 22,151 -1,037 -4.5% 114,272
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.295 4.268 4.130
R3 4.218 4.191 4.109
R2 4.141 4.141 4.102
R1 4.114 4.114 4.095 4.128
PP 4.064 4.064 4.064 4.070
S1 4.037 4.037 4.081 4.051
S2 3.987 3.987 4.074
S3 3.910 3.960 4.067
S4 3.833 3.883 4.046
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.778 4.662 4.214
R3 4.549 4.433 4.151
R2 4.320 4.320 4.130
R1 4.204 4.204 4.109 4.148
PP 4.091 4.091 4.091 4.063
S1 3.975 3.975 4.067 3.919
S2 3.862 3.862 4.046
S3 3.633 3.746 4.025
S4 3.404 3.517 3.962
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 5.6% 0.104 2.5% 48% False False 22,854
10 4.207 3.951 0.256 6.3% 0.094 2.3% 54% False False 19,078
20 4.207 3.931 0.276 6.8% 0.092 2.2% 57% False False 16,962
40 4.225 3.924 0.301 7.4% 0.084 2.0% 54% False False 14,561
60 4.242 3.885 0.357 8.7% 0.080 2.0% 57% False False 12,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.417
2.618 4.292
1.618 4.215
1.000 4.167
0.618 4.138
HIGH 4.090
0.618 4.061
0.500 4.052
0.382 4.042
LOW 4.013
0.618 3.965
1.000 3.936
1.618 3.888
2.618 3.811
4.250 3.686
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 4.076 4.093
PP 4.064 4.091
S1 4.052 4.090

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

View Archives - Comment on this page... - Back to Index of Symbols