NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 4.221 4.080 -0.141 -3.3% 4.030
High 4.230 4.198 -0.032 -0.8% 4.225
Low 4.091 4.078 -0.013 -0.3% 4.013
Close 4.106 4.160 0.054 1.3% 4.205
Range 0.139 0.120 -0.019 -13.7% 0.212
ATR 0.089 0.092 0.002 2.4% 0.000
Volume 25,438 36,129 10,691 42.0% 91,943
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.505 4.453 4.226
R3 4.385 4.333 4.193
R2 4.265 4.265 4.182
R1 4.213 4.213 4.171 4.239
PP 4.145 4.145 4.145 4.159
S1 4.093 4.093 4.149 4.119
S2 4.025 4.025 4.138
S3 3.905 3.973 4.127
S4 3.785 3.853 4.094
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.784 4.706 4.322
R3 4.572 4.494 4.263
R2 4.360 4.360 4.244
R1 4.282 4.282 4.224 4.321
PP 4.148 4.148 4.148 4.167
S1 4.070 4.070 4.186 4.109
S2 3.936 3.936 4.166
S3 3.724 3.858 4.147
S4 3.512 3.646 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.252 4.078 0.174 4.2% 0.097 2.3% 47% False True 28,294
10 4.252 4.013 0.239 5.7% 0.092 2.2% 62% False False 22,519
20 4.252 3.950 0.302 7.3% 0.087 2.1% 70% False False 19,876
40 4.836 3.950 0.886 21.3% 0.086 2.1% 24% False False 16,453
60 5.027 3.950 1.077 25.9% 0.090 2.2% 19% False False 14,776
80 5.052 3.950 1.102 26.5% 0.091 2.2% 19% False False 13,181
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 True
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.708
2.618 4.512
1.618 4.392
1.000 4.318
0.618 4.272
HIGH 4.198
0.618 4.152
0.500 4.138
0.382 4.124
LOW 4.078
0.618 4.004
1.000 3.958
1.618 3.884
2.618 3.764
4.250 3.568
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 4.153 4.165
PP 4.145 4.163
S1 4.138 4.162

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

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