NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 3.952 3.950 -0.002 -0.1% 4.041
High 4.022 3.980 -0.042 -1.0% 4.053
Low 3.917 3.939 0.022 0.6% 3.917
Close 3.948 3.962 0.014 0.4% 3.962
Range 0.105 0.041 -0.064 -61.0% 0.136
ATR 0.095 0.091 -0.004 -4.1% 0.000
Volume 24,032 27,510 3,478 14.5% 113,416
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.083 4.064 3.985
R3 4.042 4.023 3.973
R2 4.001 4.001 3.970
R1 3.982 3.982 3.966 3.992
PP 3.960 3.960 3.960 3.965
S1 3.941 3.941 3.958 3.951
S2 3.919 3.919 3.954
S3 3.878 3.900 3.951
S4 3.837 3.859 3.939
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.385 4.310 4.037
R3 4.249 4.174 3.999
R2 4.113 4.113 3.987
R1 4.038 4.038 3.974 4.008
PP 3.977 3.977 3.977 3.962
S1 3.902 3.902 3.950 3.872
S2 3.841 3.841 3.937
S3 3.705 3.766 3.925
S4 3.569 3.630 3.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.053 3.917 0.136 3.4% 0.078 2.0% 33% False False 22,683
10 4.207 3.917 0.290 7.3% 0.091 2.3% 16% False False 22,768
20 4.207 3.917 0.290 7.3% 0.089 2.2% 16% False False 18,749
40 4.225 3.917 0.308 7.8% 0.084 2.1% 15% False False 15,927
60 4.225 3.885 0.340 8.6% 0.081 2.0% 23% False False 13,636
80 4.693 3.885 0.808 20.4% 0.078 2.0% 10% False False 12,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4.154
2.618 4.087
1.618 4.046
1.000 4.021
0.618 4.005
HIGH 3.980
0.618 3.964
0.500 3.960
0.382 3.955
LOW 3.939
0.618 3.914
1.000 3.898
1.618 3.873
2.618 3.832
4.250 3.765
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 3.961 3.970
PP 3.960 3.967
S1 3.960 3.965

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

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