NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 3.986 3.988 0.002 0.1% 3.988
High 4.044 4.059 0.015 0.4% 4.165
Low 3.969 3.951 -0.018 -0.5% 3.986
Close 3.973 4.053 0.080 2.0% 3.998
Range 0.075 0.108 0.033 44.0% 0.179
ATR 0.082 0.084 0.002 2.2% 0.000
Volume 13,894 11,225 -2,669 -19.2% 70,790
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.345 4.307 4.112
R3 4.237 4.199 4.083
R2 4.129 4.129 4.073
R1 4.091 4.091 4.063 4.110
PP 4.021 4.021 4.021 4.031
S1 3.983 3.983 4.043 4.002
S2 3.913 3.913 4.033
S3 3.805 3.875 4.023
S4 3.697 3.767 3.994
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.587 4.471 4.096
R3 4.408 4.292 4.047
R2 4.229 4.229 4.031
R1 4.113 4.113 4.014 4.171
PP 4.050 4.050 4.050 4.079
S1 3.934 3.934 3.982 3.992
S2 3.871 3.871 3.965
S3 3.692 3.755 3.949
S4 3.513 3.576 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.151 3.951 0.200 4.9% 0.086 2.1% 51% False True 13,554
10 4.165 3.931 0.234 5.8% 0.089 2.2% 52% False False 14,099
20 4.225 3.924 0.301 7.4% 0.086 2.1% 43% False False 15,074
40 4.225 3.901 0.324 8.0% 0.080 2.0% 47% False False 12,249
60 4.485 3.885 0.600 14.8% 0.077 1.9% 28% False False 10,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.518
2.618 4.342
1.618 4.234
1.000 4.167
0.618 4.126
HIGH 4.059
0.618 4.018
0.500 4.005
0.382 3.992
LOW 3.951
0.618 3.884
1.000 3.843
1.618 3.776
2.618 3.668
4.250 3.492
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 4.037 4.037
PP 4.021 4.021
S1 4.005 4.005

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

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