NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 3.797 3.764 -0.033 -0.9% 3.940
High 3.819 3.785 -0.034 -0.9% 4.037
Low 3.765 3.700 -0.065 -1.7% 3.824
Close 3.768 3.731 -0.037 -1.0% 3.889
Range 0.054 0.085 0.031 57.4% 0.213
ATR 0.095 0.095 -0.001 -0.8% 0.000
Volume 17,594 16,307 -1,287 -7.3% 96,866
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.994 3.947 3.778
R3 3.909 3.862 3.754
R2 3.824 3.824 3.747
R1 3.777 3.777 3.739 3.758
PP 3.739 3.739 3.739 3.729
S1 3.692 3.692 3.723 3.673
S2 3.654 3.654 3.715
S3 3.569 3.607 3.708
S4 3.484 3.522 3.684
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.556 4.435 4.006
R3 4.343 4.222 3.948
R2 4.130 4.130 3.928
R1 4.009 4.009 3.909 3.963
PP 3.917 3.917 3.917 3.894
S1 3.796 3.796 3.869 3.750
S2 3.704 3.704 3.850
S3 3.491 3.583 3.830
S4 3.278 3.370 3.772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.919 3.660 0.259 6.9% 0.092 2.5% 27% False False 17,781
10 4.037 3.660 0.377 10.1% 0.091 2.4% 19% False False 19,350
20 4.207 3.660 0.547 14.7% 0.092 2.5% 13% False False 20,809
40 4.225 3.660 0.565 15.1% 0.090 2.4% 13% False False 18,020
60 4.225 3.660 0.565 15.1% 0.085 2.3% 13% False False 15,205
80 4.441 3.660 0.781 20.9% 0.081 2.2% 9% False False 13,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.146
2.618 4.008
1.618 3.923
1.000 3.870
0.618 3.838
HIGH 3.785
0.618 3.753
0.500 3.743
0.382 3.732
LOW 3.700
0.618 3.647
1.000 3.615
1.618 3.562
2.618 3.477
4.250 3.339
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 3.743 3.741
PP 3.739 3.738
S1 3.735 3.734

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

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