NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 3.940 4.002 0.062 1.6% 4.041
High 4.018 4.037 0.019 0.5% 4.053
Low 3.927 3.908 -0.019 -0.5% 3.917
Close 4.009 3.914 -0.095 -2.4% 3.962
Range 0.091 0.129 0.038 41.8% 0.136
ATR 0.091 0.094 0.003 3.0% 0.000
Volume 19,674 17,198 -2,476 -12.6% 113,416
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.340 4.256 3.985
R3 4.211 4.127 3.949
R2 4.082 4.082 3.938
R1 3.998 3.998 3.926 3.976
PP 3.953 3.953 3.953 3.942
S1 3.869 3.869 3.902 3.847
S2 3.824 3.824 3.890
S3 3.695 3.740 3.879
S4 3.566 3.611 3.843
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 4.037 3.908 0.129 3.3% 0.088 2.2% 5% True True 22,558
10 4.207 3.908 0.299 7.6% 0.096 2.4% 2% False True 22,077
20 4.207 3.908 0.299 7.6% 0.089 2.3% 2% False True 19,217
40 4.225 3.908 0.317 8.1% 0.086 2.2% 2% False True 16,363
60 4.225 3.885 0.340 8.7% 0.083 2.1% 9% False False 13,948
80 4.596 3.885 0.711 18.2% 0.079 2.0% 4% False False 12,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.585
2.618 4.375
1.618 4.246
1.000 4.166
0.618 4.117
HIGH 4.037
0.618 3.988
0.500 3.973
0.382 3.957
LOW 3.908
0.618 3.828
1.000 3.779
1.618 3.699
2.618 3.570
4.250 3.360
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 3.973 3.973
PP 3.953 3.953
S1 3.934 3.934

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

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