NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	4.064	4.081	0.017	0.4%	3.871
High	4.091	4.103	0.012	0.3%	4.067
Low	4.011	4.048	0.037	0.9%	3.853
Close	4.051	4.067	0.016	0.4%	4.045
Range	0.080	0.055	-0.025	-31.3%	0.214
ATR	0.091	0.089	-0.003	-2.8%	0.000
Volume	47,208	54,224	7,016	14.9%	136,738

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.238	4.207	4.097
R3	4.183	4.152	4.082
R2	4.128	4.128	4.077
R1	4.097	4.097	4.072	4.085
PP	4.073	4.073	4.073	4.067
S1	4.042	4.042	4.062	4.030
S2	4.018	4.018	4.057
S3	3.963	3.987	4.052
S4	3.908	3.932	4.037

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.630	4.552	4.163
R3	4.416	4.338	4.104
R2	4.202	4.202	4.084
R1	4.124	4.124	4.065	4.163
PP	3.988	3.988	3.988	4.008
S1	3.910	3.910	4.025	3.949
S2	3.774	3.774	4.006
S3	3.560	3.696	3.986
S4	3.346	3.482	3.927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.103	3.947	0.156	3.8%	0.083	2.0%	77%	True	False	38,592
10	4.103	3.821	0.282	6.9%	0.087	2.1%	87%	True	False	29,920
20	4.180	3.786	0.394	9.7%	0.088	2.2%	71%	False	False	22,259
40	4.783	3.786	0.997	24.5%	0.089	2.2%	28%	False	False	16,913
60	4.905	3.786	1.119	27.5%	0.092	2.3%	25%	False	False	14,698
80	4.905	3.786	1.119	27.5%	0.091	2.2%	25%	False	False	12,577
100	4.905	3.786	1.119	27.5%	0.092	2.3%	25%	False	False	10,947
120	4.905	3.786	1.119	27.5%	0.094	2.3%	25%	False	False	10,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.022
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.337
2.618	4.247
1.618	4.192
1.000	4.158
0.618	4.137
HIGH	4.103
0.618	4.082
0.500	4.076
0.382	4.069
LOW	4.048
0.618	4.014
1.000	3.993
1.618	3.959
2.618	3.904
4.250	3.814

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	4.076	4.055
PP	4.073	4.044
S1	4.070	4.032

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