NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 4.013 4.011 -0.002 0.0% 3.812
High 4.041 4.013 -0.028 -0.7% 4.001
Low 3.982 3.843 -0.139 -3.5% 3.790
Close 4.001 3.862 -0.139 -3.5% 3.980
Range 0.059 0.170 0.111 188.1% 0.211
ATR 0.093 0.099 0.005 5.9% 0.000
Volume 63,109 90,546 27,437 43.5% 225,080
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.416 4.309 3.956
R3 4.246 4.139 3.909
R2 4.076 4.076 3.893
R1 3.969 3.969 3.878 3.938
PP 3.906 3.906 3.906 3.890
S1 3.799 3.799 3.846 3.768
S2 3.736 3.736 3.831
S3 3.566 3.629 3.815
S4 3.396 3.459 3.769
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 4.041 3.843 0.198 5.1% 0.107 2.8% 10% False True 69,756
10 4.041 3.784 0.257 6.7% 0.100 2.6% 30% False False 52,521
20 4.110 3.740 0.370 9.6% 0.097 2.5% 33% False False 39,665
40 4.757 3.740 1.017 26.3% 0.097 2.5% 12% False False 30,902
60 4.879 3.740 1.139 29.5% 0.100 2.6% 11% False False 28,686
80 4.879 3.740 1.139 29.5% 0.101 2.6% 11% False False 25,828
100 4.879 3.740 1.139 29.5% 0.102 2.6% 11% False False 23,633
120 4.879 3.740 1.139 29.5% 0.105 2.7% 11% False False 22,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.736
2.618 4.458
1.618 4.288
1.000 4.183
0.618 4.118
HIGH 4.013
0.618 3.948
0.500 3.928
0.382 3.908
LOW 3.843
0.618 3.738
1.000 3.673
1.618 3.568
2.618 3.398
4.250 3.121
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 3.928 3.942
PP 3.906 3.915
S1 3.884 3.889

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

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