NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 3.923 3.898 -0.025 -0.6% 3.764
High 3.931 3.985 0.054 1.4% 3.988
Low 3.870 3.885 0.015 0.4% 3.760
Close 3.883 3.979 0.096 2.5% 3.883
Range 0.061 0.100 0.039 63.9% 0.228
ATR 0.104 0.104 0.000 -0.2% 0.000
Volume 49,755 73,843 24,088 48.4% 300,583
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.250 4.214 4.034
R3 4.150 4.114 4.007
R2 4.050 4.050 3.997
R1 4.014 4.014 3.988 4.032
PP 3.950 3.950 3.950 3.959
S1 3.914 3.914 3.970 3.932
S2 3.850 3.850 3.961
S3 3.750 3.814 3.952
S4 3.650 3.714 3.924
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 3.815 0.173 4.3% 0.106 2.7% 95% False False 63,626
10 4.041 3.760 0.281 7.1% 0.113 2.8% 78% False False 67,182
20 4.041 3.752 0.289 7.3% 0.103 2.6% 79% False False 54,881
40 4.464 3.740 0.724 18.2% 0.097 2.4% 33% False False 39,938
60 4.879 3.740 1.139 28.6% 0.100 2.5% 21% False False 34,446
80 4.879 3.740 1.139 28.6% 0.103 2.6% 21% False False 31,008
100 4.879 3.740 1.139 28.6% 0.102 2.6% 21% False False 27,709
120 4.879 3.740 1.139 28.6% 0.102 2.6% 21% False False 25,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.410
2.618 4.247
1.618 4.147
1.000 4.085
0.618 4.047
HIGH 3.985
0.618 3.947
0.500 3.935
0.382 3.923
LOW 3.885
0.618 3.823
1.000 3.785
1.618 3.723
2.618 3.623
4.250 3.460
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 3.964 3.956
PP 3.950 3.932
S1 3.935 3.909

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

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