NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 3.968 3.910 -0.058 -1.5% 4.140
High 3.981 3.910 -0.071 -1.8% 4.159
Low 3.938 3.844 -0.094 -2.4% 3.938
Close 3.955 3.862 -0.093 -2.4% 3.955
Range 0.043 0.066 0.023 53.5% 0.221
ATR 0.096 0.097 0.001 1.1% 0.000
Volume 44,884 74,311 29,427 65.6% 281,222
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.070 4.032 3.898
R3 4.004 3.966 3.880
R2 3.938 3.938 3.874
R1 3.900 3.900 3.868 3.886
PP 3.872 3.872 3.872 3.865
S1 3.834 3.834 3.856 3.820
S2 3.806 3.806 3.850
S3 3.740 3.768 3.844
S4 3.674 3.702 3.826
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.680 4.539 4.077
R3 4.459 4.318 4.016
R2 4.238 4.238 3.996
R1 4.097 4.097 3.975 4.057
PP 4.017 4.017 4.017 3.998
S1 3.876 3.876 3.935 3.836
S2 3.796 3.796 3.914
S3 3.575 3.655 3.894
S4 3.354 3.434 3.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.153 3.844 0.309 8.0% 0.082 2.1% 6% False True 60,324
10 4.229 3.844 0.385 10.0% 0.079 2.1% 5% False True 56,479
20 4.582 3.844 0.738 19.1% 0.092 2.4% 2% False True 41,771
40 4.874 3.844 1.030 26.7% 0.101 2.6% 2% False True 35,008
60 4.874 3.844 1.030 26.7% 0.103 2.7% 2% False True 27,500
80 4.874 3.844 1.030 26.7% 0.102 2.6% 2% False True 23,079
100 4.874 3.844 1.030 26.7% 0.102 2.6% 2% False True 19,492
120 4.874 3.844 1.030 26.7% 0.107 2.8% 2% False True 17,145
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.191
2.618 4.083
1.618 4.017
1.000 3.976
0.618 3.951
HIGH 3.910
0.618 3.885
0.500 3.877
0.382 3.869
LOW 3.844
0.618 3.803
1.000 3.778
1.618 3.737
2.618 3.671
4.250 3.564
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 3.877 3.975
PP 3.872 3.937
S1 3.867 3.900

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

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