NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	3.879	3.878	-0.001	0.0%	3.803
High	3.883	3.885	0.002	0.1%	3.858
Low	3.850	3.798	-0.052	-1.4%	3.770
Close	3.868	3.798	-0.070	-1.8%	3.858
Range	0.033	0.087	0.054	163.6%	0.088
ATR	0.053	0.056	0.002	4.5%	0.000
Volume	2,606	2,513	-93	-3.6%	4,686

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.088	4.030	3.846
R3	4.001	3.943	3.822
R2	3.914	3.914	3.814
R1	3.856	3.856	3.806	3.842
PP	3.827	3.827	3.827	3.820
S1	3.769	3.769	3.790	3.755
S2	3.740	3.740	3.782
S3	3.653	3.682	3.774
S4	3.566	3.595	3.750

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.093	4.063	3.906
R3	4.005	3.975	3.882
R2	3.917	3.917	3.874
R1	3.887	3.887	3.866	3.902
PP	3.829	3.829	3.829	3.836
S1	3.799	3.799	3.850	3.814
S2	3.741	3.741	3.842
S3	3.653	3.711	3.834
S4	3.565	3.623	3.810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.900	3.780	0.120	3.2%	0.053	1.4%	15%	False	False	1,633
10	3.900	3.770	0.130	3.4%	0.052	1.4%	22%	False	False	1,394

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	0.009
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	4.255
2.618	4.113
1.618	4.026
1.000	3.972
0.618	3.939
HIGH	3.885
0.618	3.852
0.500	3.842
0.382	3.831
LOW	3.798
0.618	3.744
1.000	3.711
1.618	3.657
2.618	3.570
4.250	3.428

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	3.842	3.849
PP	3.827	3.832
S1	3.813	3.815

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols