NYMEX Natural Gas Future October 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 3.963 3.895 -0.068 -1.7% 3.812
High 4.001 3.991 -0.010 -0.2% 4.001
Low 3.878 3.891 0.013 0.3% 3.790
Close 3.895 3.980 0.085 2.2% 3.980
Range 0.123 0.100 -0.023 -18.7% 0.211
ATR 0.096 0.097 0.000 0.3% 0.000
Volume 67,779 59,062 -8,717 -12.9% 225,080
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.254 4.217 4.035
R3 4.154 4.117 4.008
R2 4.054 4.054 3.998
R1 4.017 4.017 3.989 4.036
PP 3.954 3.954 3.954 3.963
S1 3.917 3.917 3.971 3.936
S2 3.854 3.854 3.962
S3 3.754 3.817 3.953
S4 3.654 3.717 3.925
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.557 4.479 4.096
R3 4.346 4.268 4.038
R2 4.135 4.135 4.019
R1 4.057 4.057 3.999 4.096
PP 3.924 3.924 3.924 3.943
S1 3.846 3.846 3.961 3.885
S2 3.713 3.713 3.941
S3 3.502 3.635 3.922
S4 3.291 3.424 3.864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.001 3.790 0.211 5.3% 0.093 2.3% 90% False False 45,016
10 4.001 3.740 0.261 6.6% 0.098 2.4% 92% False False 37,229
20 4.164 3.740 0.424 10.7% 0.091 2.3% 57% False False 32,028
40 4.879 3.740 1.139 28.6% 0.097 2.4% 21% False False 27,428
60 4.879 3.740 1.139 28.6% 0.100 2.5% 21% False False 25,817
80 4.879 3.740 1.139 28.6% 0.102 2.6% 21% False False 23,527
100 4.879 3.740 1.139 28.6% 0.101 2.5% 21% False False 21,738
120 4.879 3.740 1.139 28.6% 0.107 2.7% 21% False False 21,294
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.416
2.618 4.253
1.618 4.153
1.000 4.091
0.618 4.053
HIGH 3.991
0.618 3.953
0.500 3.941
0.382 3.929
LOW 3.891
0.618 3.829
1.000 3.791
1.618 3.729
2.618 3.629
4.250 3.466
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 3.967 3.967
PP 3.954 3.953
S1 3.941 3.940

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

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