NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 4.081 4.073 -0.008 -0.2% 3.871
High 4.103 4.073 -0.030 -0.7% 4.067
Low 4.048 3.914 -0.134 -3.3% 3.853
Close 4.067 3.935 -0.132 -3.2% 4.045
Range 0.055 0.159 0.104 189.1% 0.214
ATR 0.089 0.094 0.005 5.7% 0.000
Volume 54,224 51,803 -2,421 -4.5% 136,738
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.451 4.352 4.022
R3 4.292 4.193 3.979
R2 4.133 4.133 3.964
R1 4.034 4.034 3.950 4.004
PP 3.974 3.974 3.974 3.959
S1 3.875 3.875 3.920 3.845
S2 3.815 3.815 3.906
S3 3.656 3.716 3.891
S4 3.497 3.557 3.848
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 3.914 0.189 4.8% 0.101 2.6% 11% False True 45,155
10 4.103 3.844 0.259 6.6% 0.096 2.4% 35% False False 33,430
20 4.139 3.786 0.353 9.0% 0.094 2.4% 42% False False 24,289
40 4.783 3.786 0.997 25.3% 0.091 2.3% 15% False False 17,940
60 4.905 3.786 1.119 28.4% 0.093 2.4% 13% False False 15,504
80 4.905 3.786 1.119 28.4% 0.092 2.3% 13% False False 13,146
100 4.905 3.786 1.119 28.4% 0.093 2.4% 13% False False 11,439
120 4.905 3.786 1.119 28.4% 0.095 2.4% 13% False False 10,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.749
2.618 4.489
1.618 4.330
1.000 4.232
0.618 4.171
HIGH 4.073
0.618 4.012
0.500 3.994
0.382 3.975
LOW 3.914
0.618 3.816
1.000 3.755
1.618 3.657
2.618 3.498
4.250 3.238
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 3.994 4.009
PP 3.974 3.984
S1 3.955 3.960

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

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