NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	3.871	3.923	0.052	1.3%	3.764
High	3.988	3.931	-0.057	-1.4%	3.988
Low	3.830	3.870	0.040	1.0%	3.760
Close	3.930	3.883	-0.047	-1.2%	3.883
Range	0.158	0.061	-0.097	-61.4%	0.228
ATR	0.108	0.104	-0.003	-3.1%	0.000
Volume	78,246	49,755	-28,491	-36.4%	300,583

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.078	4.041	3.917
R3	4.017	3.980	3.900
R2	3.956	3.956	3.894
R1	3.919	3.919	3.889	3.907
PP	3.895	3.895	3.895	3.889
S1	3.858	3.858	3.877	3.846
S2	3.834	3.834	3.872
S3	3.773	3.797	3.866
S4	3.712	3.736	3.849

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.450	4.008
R3	4.333	4.222	3.946
R2	4.105	4.105	3.925
R1	3.994	3.994	3.904	4.050
PP	3.877	3.877	3.877	3.905
S1	3.766	3.766	3.862	3.822
S2	3.649	3.649	3.841
S3	3.421	3.538	3.820
S4	3.193	3.310	3.758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.988	3.760	0.228	5.9%	0.106	2.7%	54%	False	False	60,116
10	4.041	3.760	0.281	7.2%	0.111	2.9%	44%	False	False	66,627
20	4.041	3.740	0.301	7.8%	0.104	2.7%	48%	False	False	51,928
40	4.464	3.740	0.724	18.6%	0.096	2.5%	20%	False	False	38,742
60	4.879	3.740	1.139	29.3%	0.100	2.6%	13%	False	False	33,732
80	4.879	3.740	1.139	29.3%	0.103	2.6%	13%	False	False	30,338
100	4.879	3.740	1.139	29.3%	0.102	2.6%	13%	False	False	27,176
120	4.879	3.740	1.139	29.3%	0.102	2.6%	13%	False	False	24,898

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.190
2.618	4.091
1.618	4.030
1.000	3.992
0.618	3.969
HIGH	3.931
0.618	3.908
0.500	3.901
0.382	3.893
LOW	3.870
0.618	3.832
1.000	3.809
1.618	3.771
2.618	3.710
4.250	3.611

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	3.901	3.909
PP	3.895	3.900
S1	3.889	3.892

Download as Excel Spreadsheet

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

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