NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 4.258 4.256 -0.002 0.0% 4.156
High 4.283 4.271 -0.012 -0.3% 4.320
Low 4.229 4.089 -0.140 -3.3% 4.149
Close 4.266 4.092 -0.174 -4.1% 4.266
Range 0.054 0.182 0.128 237.0% 0.171
ATR 0.091 0.097 0.007 7.2% 0.000
Volume 27,749 17,498 -10,251 -36.9% 104,124
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.697 4.576 4.192
R3 4.515 4.394 4.142
R2 4.333 4.333 4.125
R1 4.212 4.212 4.109 4.182
PP 4.151 4.151 4.151 4.135
S1 4.030 4.030 4.075 4.000
S2 3.969 3.969 4.059
S3 3.787 3.848 4.042
S4 3.605 3.666 3.992
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.758 4.683 4.360
R3 4.587 4.512 4.313
R2 4.416 4.416 4.297
R1 4.341 4.341 4.282 4.379
PP 4.245 4.245 4.245 4.264
S1 4.170 4.170 4.250 4.208
S2 4.074 4.074 4.235
S3 3.903 3.999 4.219
S4 3.732 3.828 4.172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.320 4.089 0.231 5.6% 0.106 2.6% 1% False True 21,711
10 4.320 4.073 0.247 6.0% 0.097 2.4% 8% False False 19,842
20 4.320 4.015 0.305 7.5% 0.096 2.3% 25% False False 21,562
40 4.389 3.950 0.439 10.7% 0.087 2.1% 32% False False 18,868
60 5.027 3.950 1.077 26.3% 0.091 2.2% 13% False False 16,619
80 5.027 3.950 1.077 26.3% 0.092 2.2% 13% False False 15,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 5.045
2.618 4.747
1.618 4.565
1.000 4.453
0.618 4.383
HIGH 4.271
0.618 4.201
0.500 4.180
0.382 4.159
LOW 4.089
0.618 3.977
1.000 3.907
1.618 3.795
2.618 3.613
4.250 3.316
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 4.180 4.205
PP 4.151 4.167
S1 4.121 4.130

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

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