NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 4.140 4.130 -0.010 -0.2% 4.236
High 4.143 4.226 0.083 2.0% 4.252
Low 4.075 4.083 0.008 0.2% 4.031
Close 4.108 4.178 0.070 1.7% 4.054
Range 0.068 0.143 0.075 110.3% 0.221
ATR 0.092 0.096 0.004 4.0% 0.000
Volume 18,452 17,090 -1,362 -7.4% 136,277
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.591 4.528 4.257
R3 4.448 4.385 4.217
R2 4.305 4.305 4.204
R1 4.242 4.242 4.191 4.274
PP 4.162 4.162 4.162 4.178
S1 4.099 4.099 4.165 4.131
S2 4.019 4.019 4.152
S3 3.876 3.956 4.139
S4 3.733 3.813 4.099
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.775 4.636 4.176
R3 4.554 4.415 4.115
R2 4.333 4.333 4.095
R1 4.194 4.194 4.074 4.153
PP 4.112 4.112 4.112 4.092
S1 3.973 3.973 4.034 3.932
S2 3.891 3.891 4.013
S3 3.670 3.752 3.993
S4 3.449 3.531 3.932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.226 4.015 0.211 5.1% 0.101 2.4% 77% True False 19,205
10 4.252 4.015 0.237 5.7% 0.099 2.4% 69% False False 23,749
20 4.252 3.950 0.302 7.2% 0.095 2.3% 75% False False 19,416
40 4.721 3.950 0.771 18.5% 0.088 2.1% 30% False False 17,453
60 5.027 3.950 1.077 25.8% 0.089 2.1% 21% False False 15,520
80 5.052 3.950 1.102 26.4% 0.092 2.2% 21% False False 13,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.834
2.618 4.600
1.618 4.457
1.000 4.369
0.618 4.314
HIGH 4.226
0.618 4.171
0.500 4.155
0.382 4.138
LOW 4.083
0.618 3.995
1.000 3.940
1.618 3.852
2.618 3.709
4.250 3.475
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 4.170 4.169
PP 4.162 4.159
S1 4.155 4.150

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

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