NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 3.932 3.991 0.059 1.5% 3.783
High 3.999 4.040 0.041 1.0% 4.016
Low 3.863 3.960 0.097 2.5% 3.761
Close 3.995 4.013 0.018 0.5% 3.857
Range 0.136 0.080 -0.056 -41.2% 0.255
ATR 0.109 0.107 -0.002 -1.9% 0.000
Volume 114,574 105,992 -8,582 -7.5% 612,963
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.244 4.209 4.057
R3 4.164 4.129 4.035
R2 4.084 4.084 4.028
R1 4.049 4.049 4.020 4.067
PP 4.004 4.004 4.004 4.013
S1 3.969 3.969 4.006 3.987
S2 3.924 3.924 3.998
S3 3.844 3.889 3.991
S4 3.764 3.809 3.969
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.643 4.505 3.997
R3 4.388 4.250 3.927
R2 4.133 4.133 3.904
R1 3.995 3.995 3.880 4.064
PP 3.878 3.878 3.878 3.913
S1 3.740 3.740 3.834 3.809
S2 3.623 3.623 3.810
S3 3.368 3.485 3.787
S4 3.113 3.230 3.717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.040 3.786 0.254 6.3% 0.111 2.8% 89% True False 122,722
10 4.040 3.761 0.279 7.0% 0.107 2.7% 90% True False 116,824
20 4.101 3.761 0.340 8.5% 0.107 2.7% 74% False False 105,408
40 4.101 3.740 0.361 9.0% 0.105 2.6% 76% False False 76,185
60 4.575 3.740 0.835 20.8% 0.101 2.5% 33% False False 58,828
80 4.879 3.740 1.139 28.4% 0.103 2.6% 24% False False 50,041
100 4.879 3.740 1.139 28.4% 0.104 2.6% 24% False False 43,879
120 4.879 3.740 1.139 28.4% 0.103 2.6% 24% False False 39,019
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 False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.380
2.618 4.249
1.618 4.169
1.000 4.120
0.618 4.089
HIGH 4.040
0.618 4.009
0.500 4.000
0.382 3.991
LOW 3.960
0.618 3.911
1.000 3.880
1.618 3.831
2.618 3.751
4.250 3.620
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 4.009 3.989
PP 4.004 3.964
S1 4.000 3.940

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

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