NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 4.002 3.925 -0.077 -1.9% 4.041
High 4.037 3.952 -0.085 -2.1% 4.053
Low 3.908 3.867 -0.041 -1.0% 3.917
Close 3.914 3.896 -0.018 -0.5% 3.962
Range 0.129 0.085 -0.044 -34.1% 0.136
ATR 0.094 0.093 -0.001 -0.7% 0.000
Volume 17,198 20,897 3,699 21.5% 113,416
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.160 4.113 3.943
R3 4.075 4.028 3.919
R2 3.990 3.990 3.912
R1 3.943 3.943 3.904 3.924
PP 3.905 3.905 3.905 3.896
S1 3.858 3.858 3.888 3.839
S2 3.820 3.820 3.880
S3 3.735 3.773 3.873
S4 3.650 3.688 3.849
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 3.867 0.170 4.4% 0.090 2.3% 17% False True 21,862
10 4.095 3.867 0.228 5.9% 0.089 2.3% 13% False True 21,652
20 4.207 3.867 0.340 8.7% 0.091 2.3% 9% False True 19,503
40 4.225 3.867 0.358 9.2% 0.086 2.2% 8% False True 16,725
60 4.225 3.867 0.358 9.2% 0.083 2.1% 8% False True 14,158
80 4.596 3.867 0.729 18.7% 0.080 2.0% 4% False True 12,441
Crabel Price Patterns
NR True
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.313
2.618 4.175
1.618 4.090
1.000 4.037
0.618 4.005
HIGH 3.952
0.618 3.920
0.500 3.910
0.382 3.899
LOW 3.867
0.618 3.814
1.000 3.782
1.618 3.729
2.618 3.644
4.250 3.506
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 3.910 3.952
PP 3.905 3.933
S1 3.901 3.915

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

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