NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 3.974 4.062 0.088 2.2% 3.870
High 4.054 4.089 0.035 0.9% 4.055
Low 3.962 4.005 0.043 1.1% 3.835
Close 4.049 4.018 -0.031 -0.8% 3.956
Range 0.092 0.084 -0.008 -8.7% 0.220
ATR 0.099 0.098 -0.001 -1.1% 0.000
Volume 16,276 24,233 7,957 48.9% 141,420
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.289 4.238 4.064
R3 4.205 4.154 4.041
R2 4.121 4.121 4.033
R1 4.070 4.070 4.026 4.054
PP 4.037 4.037 4.037 4.029
S1 3.986 3.986 4.010 3.970
S2 3.953 3.953 4.003
S3 3.869 3.902 3.995
S4 3.785 3.818 3.972
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 4.089 3.902 0.187 4.7% 0.093 2.3% 62% True False 26,875
10 4.089 3.835 0.254 6.3% 0.109 2.7% 72% True False 33,005
20 4.103 3.821 0.282 7.0% 0.098 2.4% 70% False False 31,462
40 4.487 3.786 0.701 17.4% 0.091 2.3% 33% False False 22,742
60 4.905 3.786 1.119 27.8% 0.094 2.3% 21% False False 18,988
80 4.905 3.786 1.119 27.8% 0.095 2.4% 21% False False 16,145
100 4.905 3.786 1.119 27.8% 0.093 2.3% 21% False False 13,776
120 4.905 3.786 1.119 27.8% 0.091 2.3% 21% False False 12,142
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 True
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.446
2.618 4.309
1.618 4.225
1.000 4.173
0.618 4.141
HIGH 4.089
0.618 4.057
0.500 4.047
0.382 4.037
LOW 4.005
0.618 3.953
1.000 3.921
1.618 3.869
2.618 3.785
4.250 3.648
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 4.047 4.017
PP 4.037 4.016
S1 4.028 4.016

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

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