NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 3.755 3.821 0.066 1.8% 3.910
High 3.831 3.830 -0.001 0.0% 3.910
Low 3.739 3.749 0.010 0.3% 3.759
Close 3.824 3.786 -0.038 -1.0% 3.787
Range 0.092 0.081 -0.011 -12.0% 0.151
ATR 0.100 0.099 -0.001 -1.4% 0.000
Volume 95,710 67,337 -28,373 -29.6% 325,275
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.031 3.990 3.831
R3 3.950 3.909 3.808
R2 3.869 3.869 3.801
R1 3.828 3.828 3.793 3.808
PP 3.788 3.788 3.788 3.779
S1 3.747 3.747 3.779 3.727
S2 3.707 3.707 3.771
S3 3.626 3.666 3.764
S4 3.545 3.585 3.741
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.272 4.180 3.870
R3 4.121 4.029 3.829
R2 3.970 3.970 3.815
R1 3.878 3.878 3.801 3.849
PP 3.819 3.819 3.819 3.804
S1 3.727 3.727 3.773 3.698
S2 3.668 3.668 3.759
S3 3.517 3.576 3.745
S4 3.366 3.425 3.704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.892 3.725 0.167 4.4% 0.108 2.8% 37% False False 78,924
10 4.106 3.725 0.381 10.1% 0.098 2.6% 16% False False 72,152
20 4.399 3.725 0.674 17.8% 0.089 2.4% 9% False False 58,769
40 4.874 3.725 1.149 30.3% 0.101 2.7% 5% False False 44,560
60 4.874 3.725 1.149 30.3% 0.103 2.7% 5% False False 34,952
80 4.874 3.725 1.149 30.3% 0.102 2.7% 5% False False 28,826
100 4.874 3.725 1.149 30.3% 0.100 2.6% 5% False False 24,194
120 4.874 3.725 1.149 30.3% 0.106 2.8% 5% False False 21,063
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.174
2.618 4.042
1.618 3.961
1.000 3.911
0.618 3.880
HIGH 3.830
0.618 3.799
0.500 3.790
0.382 3.780
LOW 3.749
0.618 3.699
1.000 3.668
1.618 3.618
2.618 3.537
4.250 3.405
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 3.790 3.791
PP 3.788 3.789
S1 3.787 3.788

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

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