NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 3.842 3.736 -0.106 -2.8% 3.883
High 3.862 3.850 -0.012 -0.3% 3.893
Low 3.764 3.728 -0.036 -1.0% 3.744
Close 3.781 3.747 -0.034 -0.9% 3.781
Range 0.098 0.122 0.024 24.5% 0.149
ATR 0.105 0.106 0.001 1.2% 0.000
Volume 34,659 52,286 17,627 50.9% 367,271
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.141 4.066 3.814
R3 4.019 3.944 3.781
R2 3.897 3.897 3.769
R1 3.822 3.822 3.758 3.860
PP 3.775 3.775 3.775 3.794
S1 3.700 3.700 3.736 3.738
S2 3.653 3.653 3.725
S3 3.531 3.578 3.713
S4 3.409 3.456 3.680
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 3.886 3.728 0.158 4.2% 0.107 2.9% 12% False True 64,690
10 4.158 3.728 0.430 11.5% 0.096 2.6% 4% False True 76,649
20 4.493 3.728 0.765 20.4% 0.096 2.6% 2% False True 85,132
40 4.893 3.728 1.165 31.1% 0.105 2.8% 2% False True 72,755
60 4.893 3.728 1.165 31.1% 0.109 2.9% 2% False True 54,349
80 4.893 3.728 1.165 31.1% 0.107 2.9% 2% False True 43,276
100 4.893 3.728 1.165 31.1% 0.107 2.9% 2% False True 35,862
120 4.893 3.728 1.165 31.1% 0.112 3.0% 2% False True 30,958
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.369
2.618 4.169
1.618 4.047
1.000 3.972
0.618 3.925
HIGH 3.850
0.618 3.803
0.500 3.789
0.382 3.775
LOW 3.728
0.618 3.653
1.000 3.606
1.618 3.531
2.618 3.409
4.250 3.210
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 3.789 3.807
PP 3.775 3.787
S1 3.761 3.767

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

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