NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 4.081 4.143 0.062 1.5% 3.950
High 4.162 4.200 0.038 0.9% 4.114
Low 4.077 4.136 0.059 1.4% 3.950
Close 4.150 4.185 0.035 0.8% 4.039
Range 0.085 0.064 -0.021 -24.7% 0.164
ATR 0.088 0.086 -0.002 -1.9% 0.000
Volume 12,832 15,587 2,755 21.5% 74,311
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.366 4.339 4.220
R3 4.302 4.275 4.203
R2 4.238 4.238 4.197
R1 4.211 4.211 4.191 4.225
PP 4.174 4.174 4.174 4.180
S1 4.147 4.147 4.179 4.161
S2 4.110 4.110 4.173
S3 4.046 4.083 4.167
S4 3.982 4.019 4.150
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.526 4.447 4.129
R3 4.362 4.283 4.084
R2 4.198 4.198 4.069
R1 4.119 4.119 4.054 4.159
PP 4.034 4.034 4.034 4.054
S1 3.955 3.955 4.024 3.995
S2 3.870 3.870 4.009
S3 3.706 3.791 3.994
S4 3.542 3.627 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.200 3.999 0.201 4.8% 0.087 2.1% 93% True False 15,701
10 4.200 3.950 0.250 6.0% 0.091 2.2% 94% True False 14,670
20 4.353 3.950 0.403 9.6% 0.078 1.9% 58% False False 15,933
40 5.027 3.950 1.077 25.7% 0.088 2.1% 22% False False 14,261
60 5.027 3.950 1.077 25.7% 0.090 2.1% 22% False False 13,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.472
2.618 4.368
1.618 4.304
1.000 4.264
0.618 4.240
HIGH 4.200
0.618 4.176
0.500 4.168
0.382 4.160
LOW 4.136
0.618 4.096
1.000 4.072
1.618 4.032
2.618 3.968
4.250 3.864
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 4.179 4.159
PP 4.174 4.133
S1 4.168 4.107

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

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