NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	3.878	3.812	-0.066	-1.7%	3.803
High	3.885	3.812	-0.073	-1.9%	3.858
Low	3.798	3.747	-0.051	-1.3%	3.770
Close	3.798	3.764	-0.034	-0.9%	3.858
Range	0.087	0.065	-0.022	-25.3%	0.088
ATR	0.056	0.056	0.001	1.2%	0.000
Volume	2,513	1,745	-768	-30.6%	4,686

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.969	3.932	3.800
R3	3.904	3.867	3.782
R2	3.839	3.839	3.776
R1	3.802	3.802	3.770	3.788
PP	3.774	3.774	3.774	3.768
S1	3.737	3.737	3.758	3.723
S2	3.709	3.709	3.752
S3	3.644	3.672	3.746
S4	3.579	3.607	3.728

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	3.747	0.153	4.1%	0.053	1.4%	11%	False	True	1,816
10	3.900	3.747	0.153	4.1%	0.051	1.3%	11%	False	True	1,432

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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.088
2.618	3.982
1.618	3.917
1.000	3.877
0.618	3.852
HIGH	3.812
0.618	3.787
0.500	3.780
0.382	3.772
LOW	3.747
0.618	3.707
1.000	3.682
1.618	3.642
2.618	3.577
4.250	3.471

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	3.780	3.816
PP	3.774	3.799
S1	3.769	3.781

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