NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 4.239 4.214 -0.025 -0.6% 4.040
High 4.264 4.255 -0.009 -0.2% 4.226
Low 4.185 4.170 -0.015 -0.4% 4.015
Close 4.198 4.236 0.038 0.9% 4.141
Range 0.079 0.085 0.006 7.6% 0.211
ATR 0.092 0.091 0.000 -0.5% 0.000
Volume 17,563 19,389 1,826 10.4% 94,784
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.475 4.441 4.283
R3 4.390 4.356 4.259
R2 4.305 4.305 4.252
R1 4.271 4.271 4.244 4.288
PP 4.220 4.220 4.220 4.229
S1 4.186 4.186 4.228 4.203
S2 4.135 4.135 4.220
S3 4.050 4.101 4.213
S4 3.965 4.016 4.189
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.760 4.662 4.257
R3 4.549 4.451 4.199
R2 4.338 4.338 4.180
R1 4.240 4.240 4.160 4.289
PP 4.127 4.127 4.127 4.152
S1 4.029 4.029 4.122 4.078
S2 3.916 3.916 4.102
S3 3.705 3.818 4.083
S4 3.494 3.607 4.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.264 4.083 0.181 4.3% 0.089 2.1% 85% False False 18,431
10 4.264 4.015 0.249 5.9% 0.093 2.2% 89% False False 20,722
20 4.264 3.999 0.265 6.3% 0.092 2.2% 89% False False 20,486
40 4.580 3.950 0.630 14.9% 0.086 2.0% 45% False False 18,006
60 5.027 3.950 1.077 25.4% 0.089 2.1% 27% False False 15,908
80 5.027 3.950 1.077 25.4% 0.091 2.2% 27% False False 14,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.616
2.618 4.478
1.618 4.393
1.000 4.340
0.618 4.308
HIGH 4.255
0.618 4.223
0.500 4.213
0.382 4.202
LOW 4.170
0.618 4.117
1.000 4.085
1.618 4.032
2.618 3.947
4.250 3.809
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 4.228 4.226
PP 4.220 4.216
S1 4.213 4.207

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

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