NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 4.214 4.242 0.028 0.7% 4.040
High 4.255 4.320 0.065 1.5% 4.226
Low 4.170 4.192 0.022 0.5% 4.015
Close 4.236 4.258 0.022 0.5% 4.141
Range 0.085 0.128 0.043 50.6% 0.211
ATR 0.091 0.094 0.003 2.9% 0.000
Volume 19,389 26,357 6,968 35.9% 94,784
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.641 4.577 4.328
R3 4.513 4.449 4.293
R2 4.385 4.385 4.281
R1 4.321 4.321 4.270 4.353
PP 4.257 4.257 4.257 4.273
S1 4.193 4.193 4.246 4.225
S2 4.129 4.129 4.235
S3 4.001 4.065 4.223
S4 3.873 3.937 4.188
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 4.320 4.126 0.194 4.6% 0.086 2.0% 68% True False 20,284
10 4.320 4.015 0.305 7.2% 0.093 2.2% 80% True False 19,744
20 4.320 4.013 0.307 7.2% 0.093 2.2% 80% True False 21,132
40 4.548 3.950 0.598 14.0% 0.087 2.0% 52% False False 18,405
60 5.027 3.950 1.077 25.3% 0.090 2.1% 29% False False 16,211
80 5.027 3.950 1.077 25.3% 0.092 2.2% 29% False False 14,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.655
1.618 4.527
1.000 4.448
0.618 4.399
HIGH 4.320
0.618 4.271
0.500 4.256
0.382 4.241
LOW 4.192
0.618 4.113
1.000 4.064
1.618 3.985
2.618 3.857
4.250 3.648
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 4.257 4.254
PP 4.257 4.249
S1 4.256 4.245

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

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