NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 4.128 4.124 -0.004 -0.1% 3.955
High 4.152 4.159 0.007 0.2% 4.114
Low 4.107 4.087 -0.020 -0.5% 3.930
Close 4.108 4.145 0.037 0.9% 4.056
Range 0.045 0.072 0.027 60.0% 0.184
ATR 0.077 0.077 0.000 -0.5% 0.000
Volume 10,576 11,166 590 5.6% 43,727
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.346 4.318 4.185
R3 4.274 4.246 4.165
R2 4.202 4.202 4.158
R1 4.174 4.174 4.152 4.188
PP 4.130 4.130 4.130 4.138
S1 4.102 4.102 4.138 4.116
S2 4.058 4.058 4.132
S3 3.986 4.030 4.125
S4 3.914 3.958 4.105
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 4.159 4.000 0.159 3.8% 0.070 1.7% 91% True False 9,809
10 4.159 3.930 0.229 5.5% 0.073 1.8% 94% True False 10,417
20 4.159 3.927 0.232 5.6% 0.075 1.8% 94% True False 9,575
40 4.441 3.885 0.556 13.4% 0.072 1.7% 47% False False 8,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.465
2.618 4.347
1.618 4.275
1.000 4.231
0.618 4.203
HIGH 4.159
0.618 4.131
0.500 4.123
0.382 4.115
LOW 4.087
0.618 4.043
1.000 4.015
1.618 3.971
2.618 3.899
4.250 3.781
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 4.138 4.134
PP 4.130 4.123
S1 4.123 4.112

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

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