NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 4.156 4.239 0.083 2.0% 4.040
High 4.232 4.264 0.032 0.8% 4.226
Low 4.149 4.185 0.036 0.9% 4.015
Close 4.226 4.198 -0.028 -0.7% 4.141
Range 0.083 0.079 -0.004 -4.8% 0.211
ATR 0.093 0.092 -0.001 -1.0% 0.000
Volume 13,066 17,563 4,497 34.4% 94,784
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.453 4.404 4.241
R3 4.374 4.325 4.220
R2 4.295 4.295 4.212
R1 4.246 4.246 4.205 4.231
PP 4.216 4.216 4.216 4.208
S1 4.167 4.167 4.191 4.152
S2 4.137 4.137 4.184
S3 4.058 4.088 4.176
S4 3.979 4.009 4.155
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.760 4.662 4.257
R3 4.549 4.451 4.199
R2 4.338 4.338 4.180
R1 4.240 4.240 4.160 4.289
PP 4.127 4.127 4.127 4.152
S1 4.029 4.029 4.122 4.078
S2 3.916 3.916 4.102
S3 3.705 3.818 4.083
S4 3.494 3.607 4.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.264 4.075 0.189 4.5% 0.086 2.0% 65% True False 18,244
10 4.264 4.015 0.249 5.9% 0.098 2.3% 73% True False 21,327
20 4.264 3.975 0.289 6.9% 0.091 2.2% 77% True False 20,255
40 4.611 3.950 0.661 15.7% 0.085 2.0% 38% False False 17,876
60 5.027 3.950 1.077 25.7% 0.088 2.1% 23% False False 15,728
80 5.027 3.950 1.077 25.7% 0.091 2.2% 23% False False 14,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.600
2.618 4.471
1.618 4.392
1.000 4.343
0.618 4.313
HIGH 4.264
0.618 4.234
0.500 4.225
0.382 4.215
LOW 4.185
0.618 4.136
1.000 4.106
1.618 4.057
2.618 3.978
4.250 3.849
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 4.225 4.197
PP 4.216 4.196
S1 4.207 4.195

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

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