NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 3.988 3.991 0.003 0.1% 3.786
High 4.012 4.020 0.008 0.2% 3.981
Low 3.922 3.954 0.032 0.8% 3.761
Close 3.965 3.974 0.009 0.2% 3.962
Range 0.090 0.066 -0.024 -26.7% 0.220
ATR 0.099 0.096 -0.002 -2.4% 0.000
Volume 116,796 98,800 -17,996 -15.4% 498,335
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.181 4.143 4.010
R3 4.115 4.077 3.992
R2 4.049 4.049 3.986
R1 4.011 4.011 3.980 3.997
PP 3.983 3.983 3.983 3.976
S1 3.945 3.945 3.968 3.931
S2 3.917 3.917 3.962
S3 3.851 3.879 3.956
S4 3.785 3.813 3.938
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 4.020 3.858 0.162 4.1% 0.091 2.3% 72% True False 113,485
10 4.020 3.749 0.271 6.8% 0.094 2.4% 83% True False 100,275
20 4.142 3.725 0.417 10.5% 0.095 2.4% 60% False False 84,442
40 4.764 3.725 1.039 26.1% 0.097 2.4% 24% False False 59,001
60 4.874 3.725 1.149 28.9% 0.101 2.5% 22% False False 48,473
80 4.874 3.725 1.149 28.9% 0.101 2.5% 22% False False 38,954
100 4.874 3.725 1.149 28.9% 0.102 2.6% 22% False False 33,033
120 4.874 3.725 1.149 28.9% 0.104 2.6% 22% False False 28,484
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.301
2.618 4.193
1.618 4.127
1.000 4.086
0.618 4.061
HIGH 4.020
0.618 3.995
0.500 3.987
0.382 3.979
LOW 3.954
0.618 3.913
1.000 3.888
1.618 3.847
2.618 3.781
4.250 3.674
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 3.987 3.965
PP 3.983 3.955
S1 3.978 3.946

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

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