NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 3.767 3.842 0.075 2.0% 3.883
High 3.886 3.862 -0.024 -0.6% 3.893
Low 3.744 3.764 0.020 0.5% 3.744
Close 3.847 3.781 -0.066 -1.7% 3.781
Range 0.142 0.098 -0.044 -31.0% 0.149
ATR 0.105 0.105 -0.001 -0.5% 0.000
Volume 91,779 34,659 -57,120 -62.2% 367,271
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.096 4.037 3.835
R3 3.998 3.939 3.808
R2 3.900 3.900 3.799
R1 3.841 3.841 3.790 3.822
PP 3.802 3.802 3.802 3.793
S1 3.743 3.743 3.772 3.724
S2 3.704 3.704 3.763
S3 3.606 3.645 3.754
S4 3.508 3.547 3.727
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.253 4.166 3.863
R3 4.104 4.017 3.822
R2 3.955 3.955 3.808
R1 3.868 3.868 3.795 3.837
PP 3.806 3.806 3.806 3.791
S1 3.719 3.719 3.767 3.688
S2 3.657 3.657 3.754
S3 3.508 3.570 3.740
S4 3.359 3.421 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.893 3.744 0.149 3.9% 0.096 2.5% 25% False False 73,454
10 4.173 3.744 0.429 11.3% 0.092 2.4% 9% False False 80,594
20 4.493 3.744 0.749 19.8% 0.094 2.5% 5% False False 86,334
40 4.893 3.744 1.149 30.4% 0.105 2.8% 3% False False 72,257
60 4.893 3.744 1.149 30.4% 0.109 2.9% 3% False False 53,649
80 4.893 3.744 1.149 30.4% 0.108 2.8% 3% False False 42,767
100 4.893 3.744 1.149 30.4% 0.107 2.8% 3% False False 35,389
120 4.893 3.744 1.149 30.4% 0.112 3.0% 3% False False 30,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.279
2.618 4.119
1.618 4.021
1.000 3.960
0.618 3.923
HIGH 3.862
0.618 3.825
0.500 3.813
0.382 3.801
LOW 3.764
0.618 3.703
1.000 3.666
1.618 3.605
2.618 3.507
4.250 3.348
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 3.813 3.815
PP 3.802 3.804
S1 3.792 3.792

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

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