NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 4.110 4.184 0.074 1.8% 3.990
High 4.202 4.200 -0.002 0.0% 4.113
Low 4.095 4.134 0.039 1.0% 3.951
Close 4.195 4.155 -0.040 -1.0% 4.108
Range 0.107 0.066 -0.041 -38.3% 0.162
ATR 0.086 0.084 -0.001 -1.7% 0.000
Volume 18,475 25,310 6,835 37.0% 76,513
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.361 4.324 4.191
R3 4.295 4.258 4.173
R2 4.229 4.229 4.167
R1 4.192 4.192 4.161 4.178
PP 4.163 4.163 4.163 4.156
S1 4.126 4.126 4.149 4.112
S2 4.097 4.097 4.143
S3 4.031 4.060 4.137
S4 3.965 3.994 4.119
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.543 4.488 4.197
R3 4.381 4.326 4.153
R2 4.219 4.219 4.138
R1 4.164 4.164 4.123 4.192
PP 4.057 4.057 4.057 4.071
S1 4.002 4.002 4.093 4.030
S2 3.895 3.895 4.078
S3 3.733 3.840 4.063
S4 3.571 3.678 4.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.202 3.951 0.251 6.0% 0.090 2.2% 81% False False 18,369
10 4.202 3.951 0.251 6.0% 0.082 2.0% 81% False False 16,356
20 4.202 3.924 0.278 6.7% 0.084 2.0% 83% False False 16,077
40 4.225 3.924 0.301 7.2% 0.081 2.0% 77% False False 13,359
60 4.288 3.885 0.403 9.7% 0.077 1.9% 67% False False 11,534
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.481
2.618 4.373
1.618 4.307
1.000 4.266
0.618 4.241
HIGH 4.200
0.618 4.175
0.500 4.167
0.382 4.159
LOW 4.134
0.618 4.093
1.000 4.068
1.618 4.027
2.618 3.961
4.250 3.854
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 4.167 4.146
PP 4.163 4.137
S1 4.159 4.129

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

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