NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 4.064 4.128 0.064 1.6% 3.955
High 4.134 4.152 0.018 0.4% 4.114
Low 4.064 4.107 0.043 1.1% 3.930
Close 4.129 4.108 -0.021 -0.5% 4.056
Range 0.070 0.045 -0.025 -35.7% 0.184
ATR 0.080 0.077 -0.002 -3.1% 0.000
Volume 5,855 10,576 4,721 80.6% 43,727
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.257 4.228 4.133
R3 4.212 4.183 4.120
R2 4.167 4.167 4.116
R1 4.138 4.138 4.112 4.130
PP 4.122 4.122 4.122 4.119
S1 4.093 4.093 4.104 4.085
S2 4.077 4.077 4.100
S3 4.032 4.048 4.096
S4 3.987 4.003 4.083
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.585 4.505 4.157
R3 4.401 4.321 4.107
R2 4.217 4.217 4.090
R1 4.137 4.137 4.073 4.177
PP 4.033 4.033 4.033 4.054
S1 3.953 3.953 4.039 3.993
S2 3.849 3.849 4.022
S3 3.665 3.769 4.005
S4 3.481 3.585 3.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.152 3.990 0.162 3.9% 0.066 1.6% 73% True False 9,051
10 4.152 3.930 0.222 5.4% 0.076 1.9% 80% True False 10,221
20 4.152 3.901 0.251 6.1% 0.074 1.8% 82% True False 9,425
40 4.485 3.885 0.600 14.6% 0.072 1.7% 37% False False 8,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.343
2.618 4.270
1.618 4.225
1.000 4.197
0.618 4.180
HIGH 4.152
0.618 4.135
0.500 4.130
0.382 4.124
LOW 4.107
0.618 4.079
1.000 4.062
1.618 4.034
2.618 3.989
4.250 3.916
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 4.130 4.104
PP 4.122 4.101
S1 4.115 4.097

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

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