NYMEX Natural Gas Future September 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	4.164	4.123	-0.041	-1.0%	4.335
High	4.188	4.151	-0.037	-0.9%	4.340
Low	4.102	4.098	-0.004	-0.1%	4.098
Close	4.113	4.136	0.023	0.6%	4.136
Range	0.086	0.053	-0.033	-38.4%	0.242
ATR	0.104	0.101	-0.004	-3.5%	0.000
Volume	66,498	35,915	-30,583	-46.0%	250,529

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.287	4.265	4.165
R3	4.234	4.212	4.151
R2	4.181	4.181	4.146
R1	4.159	4.159	4.141	4.170
PP	4.128	4.128	4.128	4.134
S1	4.106	4.106	4.131	4.117
S2	4.075	4.075	4.126
S3	4.022	4.053	4.121
S4	3.969	4.000	4.107

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.917	4.769	4.269
R3	4.675	4.527	4.203
R2	4.433	4.433	4.180
R1	4.285	4.285	4.158	4.238
PP	4.191	4.191	4.191	4.168
S1	4.043	4.043	4.114	3.996
S2	3.949	3.949	4.092
S3	3.707	3.801	4.069
S4	3.465	3.559	4.003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.340	4.098	0.242	5.9%	0.091	2.2%	16%	False	True	50,105
10	4.470	4.098	0.372	9.0%	0.090	2.2%	10%	False	True	38,717
20	4.874	4.098	0.776	18.8%	0.104	2.5%	5%	False	True	30,904
40	4.874	4.098	0.776	18.8%	0.103	2.5%	5%	False	True	28,384
60	4.874	4.098	0.776	18.8%	0.105	2.5%	5%	False	True	22,390
80	4.874	4.098	0.776	18.8%	0.103	2.5%	5%	False	True	18,968
100	4.874	4.098	0.776	18.8%	0.107	2.6%	5%	False	True	16,324
120	4.874	4.098	0.776	18.8%	0.109	2.6%	5%	False	True	14,374

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4.376
2.618	4.290
1.618	4.237
1.000	4.204
0.618	4.184
HIGH	4.151
0.618	4.131
0.500	4.125
0.382	4.118
LOW	4.098
0.618	4.065
1.000	4.045
1.618	4.012
2.618	3.959
4.250	3.873

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	4.132	4.162
PP	4.128	4.153
S1	4.125	4.145

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