NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 4.080 4.146 0.066 1.6% 4.236
High 4.198 4.146 -0.052 -1.2% 4.252
Low 4.078 4.031 -0.047 -1.2% 4.031
Close 4.160 4.054 -0.106 -2.5% 4.054
Range 0.120 0.115 -0.005 -4.2% 0.221
ATR 0.092 0.094 0.003 2.9% 0.000
Volume 36,129 26,290 -9,839 -27.2% 136,277
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.422 4.353 4.117
R3 4.307 4.238 4.086
R2 4.192 4.192 4.075
R1 4.123 4.123 4.065 4.100
PP 4.077 4.077 4.077 4.066
S1 4.008 4.008 4.043 3.985
S2 3.962 3.962 4.033
S3 3.847 3.893 4.022
S4 3.732 3.778 3.991
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.775 4.636 4.176
R3 4.554 4.415 4.115
R2 4.333 4.333 4.095
R1 4.194 4.194 4.074 4.153
PP 4.112 4.112 4.112 4.092
S1 3.973 3.973 4.034 3.932
S2 3.891 3.891 4.013
S3 3.670 3.752 3.993
S4 3.449 3.531 3.932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.252 4.031 0.221 5.5% 0.101 2.5% 10% False True 27,255
10 4.252 4.013 0.239 5.9% 0.095 2.3% 17% False False 22,822
20 4.252 3.950 0.302 7.4% 0.091 2.2% 34% False False 19,305
40 4.762 3.950 0.812 20.0% 0.086 2.1% 13% False False 16,899
60 5.027 3.950 1.077 26.6% 0.090 2.2% 10% False False 14,960
80 5.052 3.950 1.102 27.2% 0.091 2.3% 9% False False 13,437
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 False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.635
2.618 4.447
1.618 4.332
1.000 4.261
0.618 4.217
HIGH 4.146
0.618 4.102
0.500 4.089
0.382 4.075
LOW 4.031
0.618 3.960
1.000 3.916
1.618 3.845
2.618 3.730
4.250 3.542
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 4.089 4.131
PP 4.077 4.105
S1 4.066 4.080

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

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