NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 4.041 3.991 -0.050 -1.2% 4.110
High 4.045 4.053 0.008 0.2% 4.207
Low 3.968 3.960 -0.008 -0.2% 3.978
Close 3.981 4.050 0.069 1.7% 4.088
Range 0.077 0.093 0.016 20.8% 0.229
ATR 0.093 0.093 0.000 0.0% 0.000
Volume 20,180 17,316 -2,864 -14.2% 114,272
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.300 4.268 4.101
R3 4.207 4.175 4.076
R2 4.114 4.114 4.067
R1 4.082 4.082 4.059 4.098
PP 4.021 4.021 4.021 4.029
S1 3.989 3.989 4.041 4.005
S2 3.928 3.928 4.033
S3 3.835 3.896 4.024
S4 3.742 3.803 3.999
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 3.960 0.247 6.1% 0.103 2.5% 36% False True 21,596
10 4.207 3.951 0.256 6.3% 0.097 2.4% 39% False False 19,983
20 4.207 3.931 0.276 6.8% 0.089 2.2% 43% False False 17,723
40 4.225 3.924 0.301 7.4% 0.085 2.1% 42% False False 14,973
60 4.230 3.885 0.345 8.5% 0.081 2.0% 48% False False 12,704
80 4.810 3.885 0.925 22.8% 0.079 2.0% 18% False False 11,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.448
2.618 4.296
1.618 4.203
1.000 4.146
0.618 4.110
HIGH 4.053
0.618 4.017
0.500 4.007
0.382 3.996
LOW 3.960
0.618 3.903
1.000 3.867
1.618 3.810
2.618 3.717
4.250 3.565
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 4.036 4.042
PP 4.021 4.033
S1 4.007 4.025

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

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