NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 3.786 3.841 0.055 1.5% 3.742
High 3.853 3.915 0.062 1.6% 3.890
Low 3.761 3.826 0.065 1.7% 3.725
Close 3.834 3.897 0.063 1.6% 3.798
Range 0.092 0.089 -0.003 -3.3% 0.165
ATR 0.100 0.099 -0.001 -0.8% 0.000
Volume 65,390 81,114 15,724 24.0% 473,663
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.146 4.111 3.946
R3 4.057 4.022 3.921
R2 3.968 3.968 3.913
R1 3.933 3.933 3.905 3.951
PP 3.879 3.879 3.879 3.888
S1 3.844 3.844 3.889 3.862
S2 3.790 3.790 3.881
S3 3.701 3.755 3.873
S4 3.612 3.666 3.848
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.299 4.214 3.889
R3 4.134 4.049 3.843
R2 3.969 3.969 3.828
R1 3.884 3.884 3.813 3.927
PP 3.804 3.804 3.804 3.826
S1 3.719 3.719 3.783 3.762
S2 3.639 3.639 3.768
S3 3.474 3.554 3.753
S4 3.309 3.389 3.707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.915 3.749 0.166 4.3% 0.098 2.5% 89% True False 87,066
10 3.915 3.725 0.190 4.9% 0.100 2.6% 91% True False 80,953
20 4.226 3.725 0.501 12.9% 0.090 2.3% 34% False False 68,771
40 4.874 3.725 1.149 29.5% 0.101 2.6% 15% False False 50,400
60 4.874 3.725 1.149 29.5% 0.102 2.6% 15% False False 40,175
80 4.874 3.725 1.149 29.5% 0.102 2.6% 15% False False 32,536
100 4.874 3.725 1.149 29.5% 0.100 2.6% 15% False False 27,563
120 4.874 3.725 1.149 29.5% 0.106 2.7% 15% False False 23,967
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.293
2.618 4.148
1.618 4.059
1.000 4.004
0.618 3.970
HIGH 3.915
0.618 3.881
0.500 3.871
0.382 3.860
LOW 3.826
0.618 3.771
1.000 3.737
1.618 3.682
2.618 3.593
4.250 3.448
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 3.888 3.877
PP 3.879 3.858
S1 3.871 3.838

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

View Archives - Comment on this page... - Back to Index of Symbols