NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 4.146 4.040 -0.106 -2.6% 4.236
High 4.146 4.099 -0.047 -1.1% 4.252
Low 4.031 4.015 -0.016 -0.4% 4.031
Close 4.054 4.077 0.023 0.6% 4.054
Range 0.115 0.084 -0.031 -27.0% 0.221
ATR 0.094 0.094 -0.001 -0.8% 0.000
Volume 26,290 17,984 -8,306 -31.6% 136,277
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.316 4.280 4.123
R3 4.232 4.196 4.100
R2 4.148 4.148 4.092
R1 4.112 4.112 4.085 4.130
PP 4.064 4.064 4.064 4.073
S1 4.028 4.028 4.069 4.046
S2 3.980 3.980 4.062
S3 3.896 3.944 4.054
S4 3.812 3.860 4.031
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 4.015 0.237 5.8% 0.102 2.5% 26% False True 26,320
10 4.252 4.015 0.237 5.8% 0.095 2.3% 26% False True 23,282
20 4.252 3.950 0.302 7.4% 0.093 2.3% 42% False False 19,667
40 4.727 3.950 0.777 19.1% 0.087 2.1% 16% False False 17,014
60 5.027 3.950 1.077 26.4% 0.089 2.2% 12% False False 15,134
80 5.052 3.950 1.102 27.0% 0.091 2.2% 12% False False 13,546
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.456
2.618 4.319
1.618 4.235
1.000 4.183
0.618 4.151
HIGH 4.099
0.618 4.067
0.500 4.057
0.382 4.047
LOW 4.015
0.618 3.963
1.000 3.931
1.618 3.879
2.618 3.795
4.250 3.658
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 4.070 4.107
PP 4.064 4.097
S1 4.057 4.087

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

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