NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 4.256 4.100 -0.156 -3.7% 4.156
High 4.271 4.110 -0.161 -3.8% 4.320
Low 4.089 4.037 -0.052 -1.3% 4.149
Close 4.092 4.050 -0.042 -1.0% 4.266
Range 0.182 0.073 -0.109 -59.9% 0.171
ATR 0.097 0.096 -0.002 -1.8% 0.000
Volume 17,498 27,068 9,570 54.7% 104,124
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.285 4.240 4.090
R3 4.212 4.167 4.070
R2 4.139 4.139 4.063
R1 4.094 4.094 4.057 4.080
PP 4.066 4.066 4.066 4.059
S1 4.021 4.021 4.043 4.007
S2 3.993 3.993 4.037
S3 3.920 3.948 4.030
S4 3.847 3.875 4.010
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 4.037 0.283 7.0% 0.104 2.6% 5% False True 23,612
10 4.320 4.037 0.283 7.0% 0.095 2.3% 5% False True 20,928
20 4.320 4.015 0.305 7.5% 0.095 2.4% 11% False False 22,274
40 4.384 3.950 0.434 10.7% 0.086 2.1% 23% False False 19,166
60 5.027 3.950 1.077 26.6% 0.091 2.2% 9% False False 16,904
80 5.027 3.950 1.077 26.6% 0.092 2.3% 9% False False 15,273
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.420
2.618 4.301
1.618 4.228
1.000 4.183
0.618 4.155
HIGH 4.110
0.618 4.082
0.500 4.074
0.382 4.065
LOW 4.037
0.618 3.992
1.000 3.964
1.618 3.919
2.618 3.846
4.250 3.727
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 4.074 4.160
PP 4.066 4.123
S1 4.058 4.087

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

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