NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 4.045 4.077 0.032 0.8% 3.870
High 4.092 4.163 0.071 1.7% 4.055
Low 3.998 4.031 0.033 0.8% 3.835
Close 4.069 4.101 0.032 0.8% 3.956
Range 0.094 0.132 0.038 40.4% 0.220
ATR 0.098 0.100 0.002 2.5% 0.000
Volume 22,294 43,224 20,930 93.9% 141,420
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.494 4.430 4.174
R3 4.362 4.298 4.137
R2 4.230 4.230 4.125
R1 4.166 4.166 4.113 4.198
PP 4.098 4.098 4.098 4.115
S1 4.034 4.034 4.089 4.066
S2 3.966 3.966 4.077
S3 3.834 3.902 4.065
S4 3.702 3.770 4.028
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 4.163 3.942 0.221 5.4% 0.092 2.3% 72% True False 27,546
10 4.163 3.835 0.328 8.0% 0.103 2.5% 81% True False 28,197
20 4.163 3.835 0.328 8.0% 0.100 2.4% 81% True False 33,074
40 4.426 3.786 0.640 15.6% 0.093 2.3% 49% False False 23,866
60 4.905 3.786 1.119 27.3% 0.096 2.3% 28% False False 19,808
80 4.905 3.786 1.119 27.3% 0.096 2.3% 28% False False 16,860
100 4.905 3.786 1.119 27.3% 0.094 2.3% 28% False False 14,344
120 4.905 3.786 1.119 27.3% 0.092 2.2% 28% False False 12,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.509
1.618 4.377
1.000 4.295
0.618 4.245
HIGH 4.163
0.618 4.113
0.500 4.097
0.382 4.081
LOW 4.031
0.618 3.949
1.000 3.899
1.618 3.817
2.618 3.685
4.250 3.470
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 4.100 4.094
PP 4.098 4.087
S1 4.097 4.081

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

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