NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 4.009 4.056 0.047 1.2% 3.898
High 4.101 4.085 -0.016 -0.4% 4.101
Low 3.973 4.012 0.039 1.0% 3.885
Close 4.044 4.065 0.021 0.5% 4.065
Range 0.128 0.073 -0.055 -43.0% 0.216
ATR 0.104 0.102 -0.002 -2.1% 0.000
Volume 130,266 72,912 -57,354 -44.0% 503,036
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.273 4.242 4.105
R3 4.200 4.169 4.085
R2 4.127 4.127 4.078
R1 4.096 4.096 4.072 4.112
PP 4.054 4.054 4.054 4.062
S1 4.023 4.023 4.058 4.039
S2 3.981 3.981 4.052
S3 3.908 3.950 4.045
S4 3.835 3.877 4.025
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.665 4.581 4.184
R3 4.449 4.365 4.124
R2 4.233 4.233 4.105
R1 4.149 4.149 4.085 4.191
PP 4.017 4.017 4.017 4.038
S1 3.933 3.933 4.045 3.975
S2 3.801 3.801 4.025
S3 3.585 3.717 4.006
S4 3.369 3.501 3.946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.101 3.885 0.216 5.3% 0.097 2.4% 83% False False 100,607
10 4.101 3.760 0.341 8.4% 0.102 2.5% 89% False False 80,361
20 4.101 3.760 0.341 8.4% 0.103 2.5% 89% False False 69,719
40 4.382 3.740 0.642 15.8% 0.097 2.4% 51% False False 48,722
60 4.879 3.740 1.139 28.0% 0.100 2.5% 29% False False 40,137
80 4.879 3.740 1.139 28.0% 0.103 2.5% 29% False False 35,643
100 4.879 3.740 1.139 28.0% 0.102 2.5% 29% False False 31,450
120 4.879 3.740 1.139 28.0% 0.101 2.5% 29% False False 28,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.395
2.618 4.276
1.618 4.203
1.000 4.158
0.618 4.130
HIGH 4.085
0.618 4.057
0.500 4.049
0.382 4.040
LOW 4.012
0.618 3.967
1.000 3.939
1.618 3.894
2.618 3.821
4.250 3.702
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 4.060 4.049
PP 4.054 4.033
S1 4.049 4.017

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

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