NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 4.359 4.390 0.031 0.7% 4.061
High 4.380 4.442 0.062 1.4% 4.380
Low 4.293 4.266 -0.027 -0.6% 4.061
Close 4.355 4.272 -0.083 -1.9% 4.355
Range 0.087 0.176 0.089 102.3% 0.319
ATR 0.090 0.096 0.006 6.8% 0.000
Volume 5,089 10,850 5,761 113.2% 10,096
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.855 4.739 4.369
R3 4.679 4.563 4.320
R2 4.503 4.503 4.304
R1 4.387 4.387 4.288 4.357
PP 4.327 4.327 4.327 4.312
S1 4.211 4.211 4.256 4.181
S2 4.151 4.151 4.240
S3 3.975 4.035 4.224
S4 3.799 3.859 4.175
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.222 5.108 4.530
R3 4.903 4.789 4.443
R2 4.584 4.584 4.413
R1 4.470 4.470 4.384 4.527
PP 4.265 4.265 4.265 4.294
S1 4.151 4.151 4.326 4.208
S2 3.946 3.946 4.297
S3 3.627 3.832 4.267
S4 3.308 3.513 4.180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.442 4.061 0.381 8.9% 0.122 2.9% 55% True False 4,189
10 4.442 4.030 0.412 9.6% 0.095 2.2% 59% True False 3,493
20 4.442 3.921 0.521 12.2% 0.091 2.1% 67% True False 2,558
40 4.442 3.900 0.542 12.7% 0.073 1.7% 69% True False 2,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 5.190
2.618 4.903
1.618 4.727
1.000 4.618
0.618 4.551
HIGH 4.442
0.618 4.375
0.500 4.354
0.382 4.333
LOW 4.266
0.618 4.157
1.000 4.090
1.618 3.981
2.618 3.805
4.250 3.518
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 4.354 4.348
PP 4.327 4.322
S1 4.299 4.297

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

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