NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 4.236 4.234 -0.002 0.0% 4.030
High 4.247 4.252 0.005 0.1% 4.225
Low 4.170 4.199 0.029 0.7% 4.013
Close 4.205 4.222 0.017 0.4% 4.205
Range 0.077 0.053 -0.024 -31.2% 0.212
ATR 0.088 0.086 -0.003 -2.8% 0.000
Volume 22,658 25,762 3,104 13.7% 91,943
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.383 4.356 4.251
R3 4.330 4.303 4.237
R2 4.277 4.277 4.232
R1 4.250 4.250 4.227 4.237
PP 4.224 4.224 4.224 4.218
S1 4.197 4.197 4.217 4.184
S2 4.171 4.171 4.212
S3 4.118 4.144 4.207
S4 4.065 4.091 4.193
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.784 4.706 4.322
R3 4.572 4.494 4.263
R2 4.360 4.360 4.244
R1 4.282 4.282 4.224 4.321
PP 4.148 4.148 4.148 4.167
S1 4.070 4.070 4.186 4.109
S2 3.936 3.936 4.166
S3 3.724 3.858 4.147
S4 3.512 3.646 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.252 4.109 0.143 3.4% 0.081 1.9% 79% True False 22,831
10 4.252 3.975 0.277 6.6% 0.084 2.0% 89% True False 19,183
20 4.318 3.950 0.368 8.7% 0.083 2.0% 74% False False 17,922
40 4.915 3.950 0.965 22.9% 0.084 2.0% 28% False False 15,322
60 5.027 3.950 1.077 25.5% 0.088 2.1% 25% False False 13,928
80 5.052 3.950 1.102 26.1% 0.089 2.1% 25% False False 12,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.477
2.618 4.391
1.618 4.338
1.000 4.305
0.618 4.285
HIGH 4.252
0.618 4.232
0.500 4.226
0.382 4.219
LOW 4.199
0.618 4.166
1.000 4.146
1.618 4.113
2.618 4.060
4.250 3.974
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 4.226 4.210
PP 4.224 4.197
S1 4.223 4.185

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

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