NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 3.946 3.877 -0.069 -1.7% 3.786
High 3.981 3.975 -0.006 -0.2% 3.981
Low 3.858 3.872 0.014 0.4% 3.761
Close 3.876 3.962 0.086 2.2% 3.962
Range 0.123 0.103 -0.020 -16.3% 0.220
ATR 0.099 0.099 0.000 0.3% 0.000
Volume 155,887 117,916 -37,971 -24.4% 498,335
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.245 4.207 4.019
R3 4.142 4.104 3.990
R2 4.039 4.039 3.981
R1 4.001 4.001 3.971 4.020
PP 3.936 3.936 3.936 3.946
S1 3.898 3.898 3.953 3.917
S2 3.833 3.833 3.943
S3 3.730 3.795 3.934
S4 3.627 3.692 3.905
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.561 4.482 4.083
R3 4.341 4.262 4.023
R2 4.121 4.121 4.002
R1 4.042 4.042 3.982 4.082
PP 3.901 3.901 3.901 3.921
S1 3.822 3.822 3.942 3.862
S2 3.681 3.681 3.922
S3 3.461 3.602 3.902
S4 3.241 3.382 3.841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.981 3.761 0.220 5.6% 0.096 2.4% 91% False False 99,667
10 3.981 3.725 0.256 6.5% 0.101 2.6% 93% False False 97,199
20 4.159 3.725 0.434 11.0% 0.095 2.4% 55% False False 78,924
40 4.874 3.725 1.149 29.0% 0.100 2.5% 21% False False 54,914
60 4.874 3.725 1.149 29.0% 0.101 2.5% 21% False False 45,231
80 4.874 3.725 1.149 29.0% 0.103 2.6% 21% False False 36,524
100 4.874 3.725 1.149 29.0% 0.101 2.6% 21% False False 30,959
120 4.874 3.725 1.149 29.0% 0.105 2.6% 21% False False 26,757
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.413
2.618 4.245
1.618 4.142
1.000 4.078
0.618 4.039
HIGH 3.975
0.618 3.936
0.500 3.924
0.382 3.911
LOW 3.872
0.618 3.808
1.000 3.769
1.618 3.705
2.618 3.602
4.250 3.434
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 3.949 3.948
PP 3.936 3.934
S1 3.924 3.920

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

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