NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 4.106 4.104 -0.002 0.0% 3.974
High 4.133 4.120 -0.013 -0.3% 4.163
Low 4.069 3.934 -0.135 -3.3% 3.962
Close 4.116 3.938 -0.178 -4.3% 4.116
Range 0.064 0.186 0.122 190.6% 0.201
ATR 0.097 0.104 0.006 6.5% 0.000
Volume 51,922 31,276 -20,646 -39.8% 157,949
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.555 4.433 4.040
R3 4.369 4.247 3.989
R2 4.183 4.183 3.972
R1 4.061 4.061 3.955 4.029
PP 3.997 3.997 3.997 3.982
S1 3.875 3.875 3.921 3.843
S2 3.811 3.811 3.904
S3 3.625 3.689 3.887
S4 3.439 3.503 3.836
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.683 4.601 4.227
R3 4.482 4.400 4.171
R2 4.281 4.281 4.153
R1 4.199 4.199 4.134 4.240
PP 4.080 4.080 4.080 4.101
S1 3.998 3.998 4.098 4.039
S2 3.879 3.879 4.079
S3 3.678 3.797 4.061
S4 3.477 3.596 4.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.163 3.934 0.229 5.8% 0.112 2.8% 2% False True 34,589
10 4.163 3.891 0.272 6.9% 0.106 2.7% 17% False False 30,683
20 4.163 3.835 0.328 8.3% 0.103 2.6% 31% False False 34,598
40 4.267 3.786 0.481 12.2% 0.093 2.4% 32% False False 25,399
60 4.905 3.786 1.119 28.4% 0.097 2.5% 14% False False 20,816
80 4.905 3.786 1.119 28.4% 0.096 2.4% 14% False False 17,676
100 4.905 3.786 1.119 28.4% 0.095 2.4% 14% False False 15,093
120 4.905 3.786 1.119 28.4% 0.092 2.3% 14% False False 13,225
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 0.024
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 4.911
2.618 4.607
1.618 4.421
1.000 4.306
0.618 4.235
HIGH 4.120
0.618 4.049
0.500 4.027
0.382 4.005
LOW 3.934
0.618 3.819
1.000 3.748
1.618 3.633
2.618 3.447
4.250 3.144
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 4.027 4.049
PP 3.997 4.012
S1 3.968 3.975

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

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