NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	3.977	3.973	-0.004	-0.1%	3.764
High	4.021	4.032	0.011	0.3%	3.988
Low	3.936	3.932	-0.004	-0.1%	3.760
Close	3.949	4.003	0.054	1.4%	3.883
Range	0.085	0.100	0.015	17.6%	0.228
ATR	0.103	0.103	0.000	-0.2%	0.000
Volume	87,957	138,058	50,101	57.0%	300,583

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.289	4.246	4.058
R3	4.189	4.146	4.031
R2	4.089	4.089	4.021
R1	4.046	4.046	4.012	4.068
PP	3.989	3.989	3.989	4.000
S1	3.946	3.946	3.994	3.968
S2	3.889	3.889	3.985
S3	3.789	3.846	3.976
S4	3.689	3.746	3.948

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	4.032	3.830	0.202	5.0%	0.101	2.5%	86%	True	False	85,571
10	4.032	3.760	0.272	6.8%	0.108	2.7%	89%	True	False	74,418
20	4.041	3.760	0.281	7.0%	0.104	2.6%	86%	False	False	63,470
40	4.433	3.740	0.693	17.3%	0.097	2.4%	38%	False	False	44,598
60	4.879	3.740	1.139	28.5%	0.100	2.5%	23%	False	False	37,406
80	4.879	3.740	1.139	28.5%	0.103	2.6%	23%	False	False	33,431
100	4.879	3.740	1.139	28.5%	0.101	2.5%	23%	False	False	29,660
120	4.879	3.740	1.139	28.5%	0.102	2.5%	23%	False	False	27,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.457
2.618	4.294
1.618	4.194
1.000	4.132
0.618	4.094
HIGH	4.032
0.618	3.994
0.500	3.982
0.382	3.970
LOW	3.932
0.618	3.870
1.000	3.832
1.618	3.770
2.618	3.670
4.250	3.507

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	3.996	3.988
PP	3.989	3.973
S1	3.982	3.959

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