NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 4.048 4.139 0.091 2.2% 4.000
High 4.160 4.224 0.064 1.5% 4.203
Low 4.046 4.093 0.047 1.2% 3.990
Close 4.149 4.222 0.073 1.8% 4.059
Range 0.114 0.131 0.017 14.9% 0.213
ATR 0.095 0.098 0.003 2.7% 0.000
Volume 17,414 33,686 16,272 93.4% 125,931
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.573 4.528 4.294
R3 4.442 4.397 4.258
R2 4.311 4.311 4.246
R1 4.266 4.266 4.234 4.289
PP 4.180 4.180 4.180 4.191
S1 4.135 4.135 4.210 4.158
S2 4.049 4.049 4.198
S3 3.918 4.004 4.186
S4 3.787 3.873 4.150
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.723 4.604 4.176
R3 4.510 4.391 4.118
R2 4.297 4.297 4.098
R1 4.178 4.178 4.079 4.238
PP 4.084 4.084 4.084 4.114
S1 3.965 3.965 4.039 4.025
S2 3.871 3.871 4.020
S3 3.658 3.752 4.000
S4 3.445 3.539 3.942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.224 3.993 0.231 5.5% 0.099 2.3% 99% True False 27,678
10 4.224 3.990 0.234 5.5% 0.095 2.3% 99% True False 25,307
20 4.320 3.990 0.330 7.8% 0.096 2.3% 70% False False 22,574
40 4.320 3.950 0.370 8.8% 0.094 2.2% 74% False False 21,121
60 4.727 3.950 0.777 18.4% 0.090 2.1% 35% False False 18,867
80 5.027 3.950 1.077 25.5% 0.090 2.1% 25% False False 16,994
100 5.052 3.950 1.102 26.1% 0.092 2.2% 25% False False 15,352
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.781
2.618 4.567
1.618 4.436
1.000 4.355
0.618 4.305
HIGH 4.224
0.618 4.174
0.500 4.159
0.382 4.143
LOW 4.093
0.618 4.012
1.000 3.962
1.618 3.881
2.618 3.750
4.250 3.536
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 4.201 4.184
PP 4.180 4.146
S1 4.159 4.109

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

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