NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 3.988 4.074 0.086 2.2% 3.941
High 4.088 4.144 0.056 1.4% 4.115
Low 3.986 4.028 0.042 1.1% 3.931
Close 4.078 4.144 0.066 1.6% 3.992
Range 0.102 0.116 0.014 13.7% 0.184
ATR 0.084 0.086 0.002 2.8% 0.000
Volume 10,676 16,843 6,167 57.8% 77,680
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.453 4.415 4.208
R3 4.337 4.299 4.176
R2 4.221 4.221 4.165
R1 4.183 4.183 4.155 4.202
PP 4.105 4.105 4.105 4.115
S1 4.067 4.067 4.133 4.086
S2 3.989 3.989 4.123
S3 3.873 3.951 4.112
S4 3.757 3.835 4.080
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.565 4.462 4.093
R3 4.381 4.278 4.043
R2 4.197 4.197 4.026
R1 4.094 4.094 4.009 4.146
PP 4.013 4.013 4.013 4.038
S1 3.910 3.910 3.975 3.962
S2 3.829 3.829 3.958
S3 3.645 3.726 3.941
S4 3.461 3.542 3.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.931 0.213 5.1% 0.090 2.2% 100% True False 16,582
10 4.144 3.924 0.220 5.3% 0.085 2.0% 100% True False 15,799
20 4.225 3.924 0.301 7.3% 0.082 2.0% 73% False False 13,509
40 4.225 3.885 0.340 8.2% 0.080 1.9% 76% False False 11,314
60 4.596 3.885 0.711 17.2% 0.076 1.8% 36% False False 9,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.637
2.618 4.448
1.618 4.332
1.000 4.260
0.618 4.216
HIGH 4.144
0.618 4.100
0.500 4.086
0.382 4.072
LOW 4.028
0.618 3.956
1.000 3.912
1.618 3.840
2.618 3.724
4.250 3.535
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 4.125 4.109
PP 4.105 4.073
S1 4.086 4.038

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

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