NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 4.100 4.062 -0.038 -0.9% 4.156
High 4.110 4.079 -0.031 -0.8% 4.320
Low 4.037 3.995 -0.042 -1.0% 4.149
Close 4.050 4.027 -0.023 -0.6% 4.266
Range 0.073 0.084 0.011 15.1% 0.171
ATR 0.096 0.095 -0.001 -0.9% 0.000
Volume 27,068 26,069 -999 -3.7% 104,124
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.286 4.240 4.073
R3 4.202 4.156 4.050
R2 4.118 4.118 4.042
R1 4.072 4.072 4.035 4.053
PP 4.034 4.034 4.034 4.024
S1 3.988 3.988 4.019 3.969
S2 3.950 3.950 4.012
S3 3.866 3.904 4.004
S4 3.782 3.820 3.981
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 3.995 0.325 8.1% 0.104 2.6% 10% False True 24,948
10 4.320 3.995 0.325 8.1% 0.097 2.4% 10% False True 21,689
20 4.320 3.995 0.325 8.1% 0.096 2.4% 10% False True 22,798
40 4.353 3.950 0.403 10.0% 0.087 2.2% 19% False False 19,366
60 5.027 3.950 1.077 26.7% 0.091 2.3% 7% False False 17,106
80 5.027 3.950 1.077 26.7% 0.091 2.3% 7% False False 15,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.436
2.618 4.299
1.618 4.215
1.000 4.163
0.618 4.131
HIGH 4.079
0.618 4.047
0.500 4.037
0.382 4.027
LOW 3.995
0.618 3.943
1.000 3.911
1.618 3.859
2.618 3.775
4.250 3.638
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 4.037 4.133
PP 4.034 4.098
S1 4.030 4.062

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

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