NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	3.997	3.974	-0.023	-0.6%	3.870
High	4.002	4.054	0.052	1.3%	4.055
Low	3.942	3.962	0.020	0.5%	3.835
Close	3.956	4.049	0.093	2.4%	3.956
Range	0.060	0.092	0.032	53.3%	0.220
ATR	0.099	0.099	0.000	-0.1%	0.000
Volume	31,704	16,276	-15,428	-48.7%	141,420

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.298	4.265	4.100
R3	4.206	4.173	4.074
R2	4.114	4.114	4.066
R1	4.081	4.081	4.057	4.098
PP	4.022	4.022	4.022	4.030
S1	3.989	3.989	4.041	4.006
S2	3.930	3.930	4.032
S3	3.838	3.897	4.024
S4	3.746	3.805	3.998

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.609	4.502	4.077
R3	4.389	4.282	4.017
R2	4.169	4.169	3.996
R1	4.062	4.062	3.976	4.116
PP	3.949	3.949	3.949	3.975
S1	3.842	3.842	3.936	3.896
S2	3.729	3.729	3.916
S3	3.509	3.622	3.896
S4	3.289	3.402	3.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.055	3.891	0.164	4.1%	0.100	2.5%	96%	False	False	26,776
10	4.103	3.835	0.268	6.6%	0.106	2.6%	80%	False	False	36,004
20	4.103	3.802	0.301	7.4%	0.098	2.4%	82%	False	False	30,930
40	4.489	3.786	0.703	17.4%	0.092	2.3%	37%	False	False	22,368
60	4.905	3.786	1.119	27.6%	0.094	2.3%	24%	False	False	18,752
80	4.905	3.786	1.119	27.6%	0.095	2.3%	24%	False	False	15,897
100	4.905	3.786	1.119	27.6%	0.093	2.3%	24%	False	False	13,575
120	4.905	3.786	1.119	27.6%	0.092	2.3%	24%	False	False	11,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.445
2.618	4.295
1.618	4.203
1.000	4.146
0.618	4.111
HIGH	4.054
0.618	4.019
0.500	4.008
0.382	3.997
LOW	3.962
0.618	3.905
1.000	3.870
1.618	3.813
2.618	3.721
4.250	3.571

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	4.035	4.026
PP	4.022	4.004
S1	4.008	3.981

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