NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 3.870 3.831 -0.039 -1.0% 3.988
High 3.888 3.955 0.067 1.7% 4.020
Low 3.792 3.786 -0.006 -0.2% 3.763
Close 3.823 3.889 0.066 1.7% 3.776
Range 0.096 0.169 0.073 76.0% 0.257
ATR 0.108 0.113 0.004 4.0% 0.000
Volume 94,972 121,317 26,345 27.7% 619,007
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.384 4.305 3.982
R3 4.215 4.136 3.935
R2 4.046 4.046 3.920
R1 3.967 3.967 3.904 4.007
PP 3.877 3.877 3.877 3.896
S1 3.798 3.798 3.874 3.838
S2 3.708 3.708 3.858
S3 3.539 3.629 3.843
S4 3.370 3.460 3.796
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 3.955 3.727 0.228 5.9% 0.128 3.3% 71% True False 101,084
10 4.020 3.727 0.293 7.5% 0.122 3.1% 55% False False 114,255
20 4.020 3.725 0.295 7.6% 0.112 2.9% 56% False False 102,644
40 4.470 3.725 0.745 19.2% 0.100 2.6% 22% False False 75,488
60 4.874 3.725 1.149 29.5% 0.103 2.7% 14% False False 60,087
80 4.874 3.725 1.149 29.5% 0.105 2.7% 14% False False 48,429
100 4.874 3.725 1.149 29.5% 0.104 2.7% 14% False False 40,763
120 4.874 3.725 1.149 29.5% 0.102 2.6% 14% False False 34,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.673
2.618 4.397
1.618 4.228
1.000 4.124
0.618 4.059
HIGH 3.955
0.618 3.890
0.500 3.871
0.382 3.851
LOW 3.786
0.618 3.682
1.000 3.617
1.618 3.513
2.618 3.344
4.250 3.068
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 3.883 3.882
PP 3.877 3.875
S1 3.871 3.868

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

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