NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 4.011 3.842 -0.169 -4.2% 3.812
High 4.013 3.971 -0.042 -1.0% 4.001
Low 3.843 3.835 -0.008 -0.2% 3.790
Close 3.862 3.930 0.068 1.8% 3.980
Range 0.170 0.136 -0.034 -20.0% 0.211
ATR 0.099 0.101 0.003 2.7% 0.000
Volume 90,546 85,185 -5,361 -5.9% 225,080
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.320 4.261 4.005
R3 4.184 4.125 3.967
R2 4.048 4.048 3.955
R1 3.989 3.989 3.942 4.019
PP 3.912 3.912 3.912 3.927
S1 3.853 3.853 3.918 3.883
S2 3.776 3.776 3.905
S3 3.640 3.717 3.893
S4 3.504 3.581 3.855
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 3.835 0.206 5.2% 0.110 2.8% 46% False True 73,237
10 4.041 3.790 0.251 6.4% 0.101 2.6% 56% False False 58,209
20 4.041 3.740 0.301 7.7% 0.096 2.4% 63% False False 42,916
40 4.688 3.740 0.948 24.1% 0.097 2.5% 20% False False 32,714
60 4.879 3.740 1.139 29.0% 0.100 2.5% 17% False False 29,869
80 4.879 3.740 1.139 29.0% 0.101 2.6% 17% False False 26,738
100 4.879 3.740 1.139 29.0% 0.103 2.6% 17% False False 24,345
120 4.879 3.740 1.139 29.0% 0.104 2.6% 17% False False 23,021
Crabel Price Patterns
NR True
NR4 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.549
2.618 4.327
1.618 4.191
1.000 4.107
0.618 4.055
HIGH 3.971
0.618 3.919
0.500 3.903
0.382 3.887
LOW 3.835
0.618 3.751
1.000 3.699
1.618 3.615
2.618 3.479
4.250 3.257
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 3.921 3.938
PP 3.912 3.935
S1 3.903 3.933

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

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