NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 3.803 3.789 -0.014 -0.4% 3.846
High 3.819 3.811 -0.008 -0.2% 3.910
Low 3.735 3.763 0.028 0.7% 3.735
Close 3.760 3.810 0.050 1.3% 3.810
Range 0.084 0.048 -0.036 -42.9% 0.175
ATR 0.067 0.065 -0.001 -1.7% 0.000
Volume 17,802 17,293 -509 -2.9% 80,453
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 3.939 3.922 3.836
R3 3.891 3.874 3.823
R2 3.843 3.843 3.819
R1 3.826 3.826 3.814 3.835
PP 3.795 3.795 3.795 3.799
S1 3.778 3.778 3.806 3.787
S2 3.747 3.747 3.801
S3 3.699 3.730 3.797
S4 3.651 3.682 3.784
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.343 4.252 3.906
R3 4.168 4.077 3.858
R2 3.993 3.993 3.842
R1 3.902 3.902 3.826 3.860
PP 3.818 3.818 3.818 3.798
S1 3.727 3.727 3.794 3.685
S2 3.643 3.643 3.778
S3 3.468 3.552 3.762
S4 3.293 3.377 3.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.910 3.735 0.175 4.6% 0.072 1.9% 43% False False 16,090
10 3.910 3.735 0.175 4.6% 0.066 1.7% 43% False False 12,626
20 3.910 3.735 0.175 4.6% 0.065 1.7% 43% False False 12,279
40 3.944 3.720 0.224 5.9% 0.063 1.6% 40% False False 10,783
60 3.988 3.683 0.305 8.0% 0.060 1.6% 42% False False 9,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.015
2.618 3.937
1.618 3.889
1.000 3.859
0.618 3.841
HIGH 3.811
0.618 3.793
0.500 3.787
0.382 3.781
LOW 3.763
0.618 3.733
1.000 3.715
1.618 3.685
2.618 3.637
4.250 3.559
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 3.802 3.818
PP 3.795 3.815
S1 3.787 3.813

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

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