NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 2.815 2.865 0.050 1.8% 2.791
High 2.911 2.992 0.081 2.8% 2.894
Low 2.811 2.864 0.053 1.9% 2.740
Close 2.863 2.936 0.073 2.5% 2.765
Range 0.100 0.128 0.028 28.0% 0.154
ATR 0.109 0.110 0.001 1.3% 0.000
Volume 7,899 10,014 2,115 26.8% 24,424
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.315 3.253 3.006
R3 3.187 3.125 2.971
R2 3.059 3.059 2.959
R1 2.997 2.997 2.948 3.028
PP 2.931 2.931 2.931 2.946
S1 2.869 2.869 2.924 2.900
S2 2.803 2.803 2.913
S3 2.675 2.741 2.901
S4 2.547 2.613 2.866
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.262 3.167 2.850
R3 3.108 3.013 2.807
R2 2.954 2.954 2.793
R1 2.859 2.859 2.779 2.830
PP 2.800 2.800 2.800 2.785
S1 2.705 2.705 2.751 2.676
S2 2.646 2.646 2.737
S3 2.492 2.551 2.723
S4 2.338 2.397 2.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.992 2.740 0.252 8.6% 0.090 3.1% 78% True False 7,210
10 2.992 2.740 0.252 8.6% 0.098 3.3% 78% True False 6,572
20 3.257 2.740 0.517 17.6% 0.110 3.7% 38% False False 7,177
40 3.623 2.740 0.883 30.1% 0.106 3.6% 22% False False 5,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.536
2.618 3.327
1.618 3.199
1.000 3.120
0.618 3.071
HIGH 2.992
0.618 2.943
0.500 2.928
0.382 2.913
LOW 2.864
0.618 2.785
1.000 2.736
1.618 2.657
2.618 2.529
4.250 2.320
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 2.933 2.915
PP 2.931 2.895
S1 2.928 2.874

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

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