NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	3.900	3.978	0.078	2.0%	4.064
High	4.008	3.983	-0.025	-0.6%	4.103
Low	3.891	3.902	0.011	0.3%	3.864
Close	3.977	3.933	-0.044	-1.1%	3.879
Range	0.117	0.081	-0.036	-30.8%	0.239
ATR	0.100	0.098	-0.001	-1.3%	0.000
Volume	23,740	33,894	10,154	42.8%	249,557

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.182	4.139	3.978
R3	4.101	4.058	3.955
R2	4.020	4.020	3.948
R1	3.977	3.977	3.940	3.958
PP	3.939	3.939	3.939	3.930
S1	3.896	3.896	3.926	3.877
S2	3.858	3.858	3.918
S3	3.777	3.815	3.911
S4	3.696	3.734	3.888

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.666	4.511	4.010
R3	4.427	4.272	3.945
R2	4.188	4.188	3.923
R1	4.033	4.033	3.901	3.991
PP	3.949	3.949	3.949	3.928
S1	3.794	3.794	3.857	3.752
S2	3.710	3.710	3.835
S3	3.471	3.555	3.813
S4	3.232	3.316	3.748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.033	3.835	0.198	5.0%	0.109	2.8%	49%	False	False	35,554
10	4.103	3.835	0.268	6.8%	0.105	2.7%	37%	False	False	40,354
20	4.103	3.786	0.317	8.1%	0.100	2.5%	46%	False	False	29,496
40	4.604	3.786	0.818	20.8%	0.092	2.3%	18%	False	False	21,138
60	4.905	3.786	1.119	28.5%	0.094	2.4%	13%	False	False	17,938
80	4.905	3.786	1.119	28.5%	0.094	2.4%	13%	False	False	15,161
100	4.905	3.786	1.119	28.5%	0.094	2.4%	13%	False	False	12,908
120	4.905	3.786	1.119	28.5%	0.093	2.4%	13%	False	False	11,549

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	0.015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.327
2.618	4.195
1.618	4.114
1.000	4.064
0.618	4.033
HIGH	3.983
0.618	3.952
0.500	3.943
0.382	3.933
LOW	3.902
0.618	3.852
1.000	3.821
1.618	3.771
2.618	3.690
4.250	3.558

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	3.943	3.929
PP	3.939	3.925
S1	3.936	3.922

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