NYMEX Natural Gas Future February 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 4.239 4.153 -0.086 -2.0% 4.048
High 4.285 4.170 -0.115 -2.7% 4.180
Low 4.130 4.047 -0.083 -2.0% 4.006
Close 4.138 4.070 -0.068 -1.6% 4.174
Range 0.155 0.123 -0.032 -20.6% 0.174
ATR 0.093 0.095 0.002 2.3% 0.000
Volume 11,001 12,108 1,107 10.1% 38,506
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 4.465 4.390 4.138
R3 4.342 4.267 4.104
R2 4.219 4.219 4.093
R1 4.144 4.144 4.081 4.120
PP 4.096 4.096 4.096 4.084
S1 4.021 4.021 4.059 3.997
S2 3.973 3.973 4.047
S3 3.850 3.898 4.036
S4 3.727 3.775 4.002
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.642 4.582 4.270
R3 4.468 4.408 4.222
R2 4.294 4.294 4.206
R1 4.234 4.234 4.190 4.264
PP 4.120 4.120 4.120 4.135
S1 4.060 4.060 4.158 4.090
S2 3.946 3.946 4.142
S3 3.772 3.886 4.126
S4 3.598 3.712 4.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.285 4.047 0.238 5.8% 0.104 2.6% 10% False True 9,928
10 4.285 4.006 0.279 6.9% 0.096 2.4% 23% False False 8,474
20 4.285 3.990 0.295 7.2% 0.094 2.3% 27% False False 8,160
40 4.300 3.987 0.313 7.7% 0.090 2.2% 27% False False 6,406
60 4.333 3.945 0.388 9.5% 0.084 2.1% 32% False False 5,271
80 4.895 3.945 0.950 23.3% 0.083 2.0% 13% False False 4,496
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.693
2.618 4.492
1.618 4.369
1.000 4.293
0.618 4.246
HIGH 4.170
0.618 4.123
0.500 4.109
0.382 4.094
LOW 4.047
0.618 3.971
1.000 3.924
1.618 3.848
2.618 3.725
4.250 3.524
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 4.109 4.166
PP 4.096 4.134
S1 4.083 4.102

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

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