NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 4.048 4.041 -0.007 -0.2% 4.110
High 4.090 4.045 -0.045 -1.1% 4.207
Low 4.013 3.968 -0.045 -1.1% 3.978
Close 4.088 3.981 -0.107 -2.6% 4.088
Range 0.077 0.077 0.000 0.0% 0.229
ATR 0.091 0.093 0.002 2.3% 0.000
Volume 22,151 20,180 -1,971 -8.9% 114,272
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.229 4.182 4.023
R3 4.152 4.105 4.002
R2 4.075 4.075 3.995
R1 4.028 4.028 3.988 4.013
PP 3.998 3.998 3.998 3.991
S1 3.951 3.951 3.974 3.936
S2 3.921 3.921 3.967
S3 3.844 3.874 3.960
S4 3.767 3.797 3.939
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 3.968 0.239 6.0% 0.098 2.5% 5% False True 23,195
10 4.207 3.951 0.256 6.4% 0.095 2.4% 12% False False 19,641
20 4.207 3.931 0.276 6.9% 0.091 2.3% 18% False False 17,484
40 4.225 3.924 0.301 7.6% 0.084 2.1% 19% False False 14,736
60 4.242 3.885 0.357 9.0% 0.080 2.0% 27% False False 12,564
80 4.810 3.885 0.925 23.2% 0.078 2.0% 10% False False 11,244
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 4.372
2.618 4.247
1.618 4.170
1.000 4.122
0.618 4.093
HIGH 4.045
0.618 4.016
0.500 4.007
0.382 3.997
LOW 3.968
0.618 3.920
1.000 3.891
1.618 3.843
2.618 3.766
4.250 3.641
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 4.007 4.032
PP 3.998 4.015
S1 3.990 3.998

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

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