NYMEX Natural Gas Future February 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 4.144 4.141 -0.003 -0.1% 4.224
High 4.166 4.142 -0.024 -0.6% 4.233
Low 4.123 4.010 -0.113 -2.7% 3.987
Close 4.140 4.020 -0.120 -2.9% 4.005
Range 0.043 0.132 0.089 207.0% 0.246
ATR 0.086 0.089 0.003 3.9% 0.000
Volume 10,421 5,798 -4,623 -44.4% 26,770
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.453 4.369 4.093
R3 4.321 4.237 4.056
R2 4.189 4.189 4.044
R1 4.105 4.105 4.032 4.081
PP 4.057 4.057 4.057 4.046
S1 3.973 3.973 4.008 3.949
S2 3.925 3.925 3.996
S3 3.793 3.841 3.984
S4 3.661 3.709 3.947
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.813 4.655 4.140
R3 4.567 4.409 4.073
R2 4.321 4.321 4.050
R1 4.163 4.163 4.028 4.119
PP 4.075 4.075 4.075 4.053
S1 3.917 3.917 3.982 3.873
S2 3.829 3.829 3.960
S3 3.583 3.671 3.937
S4 3.337 3.425 3.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.188 3.990 0.198 4.9% 0.091 2.3% 15% False False 7,037
10 4.300 3.987 0.313 7.8% 0.093 2.3% 11% False False 7,225
20 4.300 3.987 0.313 7.8% 0.089 2.2% 11% False False 5,697
40 4.300 3.945 0.355 8.8% 0.084 2.1% 21% False False 4,456
60 4.872 3.945 0.927 23.1% 0.080 2.0% 8% False False 3,649
80 4.895 3.945 0.950 23.6% 0.080 2.0% 8% False False 3,308
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 0.014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.703
2.618 4.488
1.618 4.356
1.000 4.274
0.618 4.224
HIGH 4.142
0.618 4.092
0.500 4.076
0.382 4.060
LOW 4.010
0.618 3.928
1.000 3.878
1.618 3.796
2.618 3.664
4.250 3.449
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 4.076 4.099
PP 4.057 4.073
S1 4.039 4.046

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

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