NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 3.890 3.746 -0.144 -3.7% 3.988
High 3.906 3.825 -0.081 -2.1% 4.020
Low 3.763 3.727 -0.036 -1.0% 3.763
Close 3.776 3.792 0.016 0.4% 3.776
Range 0.143 0.098 -0.045 -31.5% 0.257
ATR 0.108 0.107 -0.001 -0.7% 0.000
Volume 99,794 90,653 -9,141 -9.2% 619,007
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.075 4.032 3.846
R3 3.977 3.934 3.819
R2 3.879 3.879 3.810
R1 3.836 3.836 3.801 3.858
PP 3.781 3.781 3.781 3.792
S1 3.738 3.738 3.783 3.760
S2 3.683 3.683 3.774
S3 3.585 3.640 3.765
S4 3.487 3.542 3.738
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.624 4.457 3.917
R3 4.367 4.200 3.847
R2 4.110 4.110 3.823
R1 3.943 3.943 3.800 3.898
PP 3.853 3.853 3.853 3.831
S1 3.686 3.686 3.752 3.641
S2 3.596 3.596 3.729
S3 3.339 3.429 3.705
S4 3.082 3.172 3.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.020 3.727 0.293 7.7% 0.126 3.3% 22% False True 118,572
10 4.020 3.727 0.293 7.7% 0.111 2.9% 22% False True 114,260
20 4.020 3.725 0.295 7.8% 0.107 2.8% 23% False False 96,631
40 4.582 3.725 0.857 22.6% 0.100 2.6% 8% False False 69,201
60 4.874 3.725 1.149 30.3% 0.103 2.7% 6% False False 55,549
80 4.874 3.725 1.149 30.3% 0.104 2.7% 6% False False 44,782
100 4.874 3.725 1.149 30.3% 0.103 2.7% 6% False False 37,790
120 4.874 3.725 1.149 30.3% 0.103 2.7% 6% False False 32,348
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 True
Bull Hook False
Stretch 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.242
2.618 4.082
1.618 3.984
1.000 3.923
0.618 3.886
HIGH 3.825
0.618 3.788
0.500 3.776
0.382 3.764
LOW 3.727
0.618 3.666
1.000 3.629
1.618 3.568
2.618 3.470
4.250 3.311
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 3.787 3.837
PP 3.781 3.822
S1 3.776 3.807

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

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