I don't have a way to record it but for those that do :
6AB, B+K-immediate-4A+B. If you get 4A+B off before the B+K recall hit's the opponent the orb will look "extenguished" and faded and hamlessly pass through your opponent both rotations. You'd be amazed at ho many people just watch this and never take advantage.
@bushindu: He waited for me to do 6B+K THEN did his CE. I did not have enough time to react to cancel the orb or to at least sidestep so the CE would miss. (though I wonder if the CE would have tracked me sidestepping in this case anyway)
@Karrdein: Yes you can sidestep Nightmare's CE. You can sidestep nearly every CE.