NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 4.062 4.036 -0.026 -0.6% 4.256
High 4.079 4.050 -0.029 -0.7% 4.271
Low 3.995 4.000 0.005 0.1% 3.995
Close 4.027 4.014 -0.013 -0.3% 4.014
Range 0.084 0.050 -0.034 -40.5% 0.276
ATR 0.095 0.092 -0.003 -3.4% 0.000
Volume 26,069 22,908 -3,161 -12.1% 93,543
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.171 4.143 4.042
R3 4.121 4.093 4.028
R2 4.071 4.071 4.023
R1 4.043 4.043 4.019 4.032
PP 4.021 4.021 4.021 4.016
S1 3.993 3.993 4.009 3.982
S2 3.971 3.971 4.005
S3 3.921 3.943 4.000
S4 3.871 3.893 3.987
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.921 4.744 4.166
R3 4.645 4.468 4.090
R2 4.369 4.369 4.065
R1 4.192 4.192 4.039 4.143
PP 4.093 4.093 4.093 4.069
S1 3.916 3.916 3.989 3.867
S2 3.817 3.817 3.963
S3 3.541 3.640 3.938
S4 3.265 3.364 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.283 3.995 0.288 7.2% 0.089 2.2% 7% False False 24,258
10 4.320 3.995 0.325 8.1% 0.087 2.2% 6% False False 22,271
20 4.320 3.995 0.325 8.1% 0.093 2.3% 6% False False 23,010
40 4.339 3.950 0.389 9.7% 0.087 2.2% 16% False False 19,565
60 5.027 3.950 1.077 26.8% 0.091 2.3% 6% False False 17,245
80 5.027 3.950 1.077 26.8% 0.091 2.3% 6% False False 15,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.263
2.618 4.181
1.618 4.131
1.000 4.100
0.618 4.081
HIGH 4.050
0.618 4.031
0.500 4.025
0.382 4.019
LOW 4.000
0.618 3.969
1.000 3.950
1.618 3.919
2.618 3.869
4.250 3.788
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 4.025 4.053
PP 4.021 4.040
S1 4.018 4.027

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

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