NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	4.205	4.173	-0.032	-0.8%	4.419
High	4.230	4.193	-0.037	-0.9%	4.493
Low	4.163	4.108	-0.055	-1.3%	4.329
Close	4.170	4.120	-0.050	-1.2%	4.406
Range	0.067	0.085	0.018	26.9%	0.164
ATR	0.116	0.114	-0.002	-1.9%	0.000
Volume	89,084	116,146	27,062	30.4%	336,828

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.395	4.343	4.167
R3	4.310	4.258	4.143
R2	4.225	4.225	4.136
R1	4.173	4.173	4.128	4.157
PP	4.140	4.140	4.140	4.132
S1	4.088	4.088	4.112	4.072
S2	4.055	4.055	4.104
S3	3.970	4.003	4.097
S4	3.885	3.918	4.073

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.901	4.818	4.496
R3	4.737	4.654	4.451
R2	4.573	4.573	4.436
R1	4.490	4.490	4.421	4.450
PP	4.409	4.409	4.409	4.389
S1	4.326	4.326	4.391	4.286
S2	4.245	4.245	4.376
S3	4.081	4.162	4.361
S4	3.917	3.998	4.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.411	4.108	0.303	7.4%	0.100	2.4%	4%	False	True	107,513
10	4.608	4.108	0.500	12.1%	0.111	2.7%	2%	False	True	99,706
20	4.893	4.108	0.785	19.1%	0.120	2.9%	2%	False	True	83,648
40	4.893	4.108	0.785	19.1%	0.113	2.7%	2%	False	True	55,630
60	4.893	4.108	0.785	19.1%	0.112	2.7%	2%	False	True	40,908
80	4.893	4.108	0.785	19.1%	0.109	2.7%	2%	False	True	32,714
100	4.893	4.108	0.785	19.1%	0.114	2.8%	2%	False	True	27,516
120	4.893	4.061	0.832	20.2%	0.114	2.8%	7%	False	False	23,723

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.554
2.618	4.416
1.618	4.331
1.000	4.278
0.618	4.246
HIGH	4.193
0.618	4.161
0.500	4.151
0.382	4.140
LOW	4.108
0.618	4.055
1.000	4.023
1.618	3.970
2.618	3.885
4.250	3.747

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	4.151	4.173
PP	4.140	4.155
S1	4.130	4.138

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols