NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 4.173 4.126 -0.047 -1.1% 4.345
High 4.193 4.159 -0.034 -0.8% 4.356
Low 4.108 4.106 -0.002 0.0% 4.106
Close 4.120 4.146 0.026 0.6% 4.146
Range 0.085 0.053 -0.032 -37.6% 0.250
ATR 0.114 0.110 -0.004 -3.8% 0.000
Volume 116,146 62,696 -53,450 -46.0% 507,598
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.296 4.274 4.175
R3 4.243 4.221 4.161
R2 4.190 4.190 4.156
R1 4.168 4.168 4.151 4.179
PP 4.137 4.137 4.137 4.143
S1 4.115 4.115 4.141 4.126
S2 4.084 4.084 4.136
S3 4.031 4.062 4.131
S4 3.978 4.009 4.117
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.953 4.799 4.284
R3 4.703 4.549 4.215
R2 4.453 4.453 4.192
R1 4.299 4.299 4.169 4.251
PP 4.203 4.203 4.203 4.179
S1 4.049 4.049 4.123 4.001
S2 3.953 3.953 4.100
S3 3.703 3.799 4.077
S4 3.453 3.549 4.009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.356 4.106 0.250 6.0% 0.094 2.3% 16% False True 101,519
10 4.493 4.106 0.387 9.3% 0.096 2.3% 10% False True 92,075
20 4.893 4.106 0.787 19.0% 0.110 2.7% 5% False True 81,333
40 4.893 4.106 0.787 19.0% 0.112 2.7% 5% False True 56,769
60 4.893 4.106 0.787 19.0% 0.112 2.7% 5% False True 41,825
80 4.893 4.106 0.787 19.0% 0.110 2.6% 5% False True 33,403
100 4.893 4.106 0.787 19.0% 0.114 2.7% 5% False True 28,044
120 4.893 4.061 0.832 20.1% 0.114 2.8% 10% False False 24,218
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.384
2.618 4.298
1.618 4.245
1.000 4.212
0.618 4.192
HIGH 4.159
0.618 4.139
0.500 4.133
0.382 4.126
LOW 4.106
0.618 4.073
1.000 4.053
1.618 4.020
2.618 3.967
4.250 3.881
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 4.142 4.168
PP 4.137 4.161
S1 4.133 4.153

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

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