NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 3.905 3.895 -0.010 -0.3% 4.104
High 3.928 3.899 -0.029 -0.7% 4.120
Low 3.838 3.834 -0.004 -0.1% 3.834
Close 3.869 3.847 -0.022 -0.6% 3.847
Range 0.090 0.065 -0.025 -27.8% 0.286
ATR 0.102 0.099 -0.003 -2.6% 0.000
Volume 35,971 30,683 -5,288 -14.7% 140,907
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.055 4.016 3.883
R3 3.990 3.951 3.865
R2 3.925 3.925 3.859
R1 3.886 3.886 3.853 3.873
PP 3.860 3.860 3.860 3.854
S1 3.821 3.821 3.841 3.808
S2 3.795 3.795 3.835
S3 3.730 3.756 3.829
S4 3.665 3.691 3.811
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.792 4.605 4.004
R3 4.506 4.319 3.926
R2 4.220 4.220 3.899
R1 4.033 4.033 3.873 3.984
PP 3.934 3.934 3.934 3.909
S1 3.747 3.747 3.821 3.698
S2 3.648 3.648 3.795
S3 3.362 3.461 3.768
S4 3.076 3.175 3.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.133 3.834 0.299 7.8% 0.098 2.5% 4% False True 38,565
10 4.163 3.834 0.329 8.6% 0.095 2.5% 4% False True 33,056
20 4.163 3.834 0.329 8.6% 0.102 2.6% 4% False True 37,245
40 4.204 3.786 0.418 10.9% 0.093 2.4% 15% False False 27,007
60 4.905 3.786 1.119 29.1% 0.097 2.5% 5% False False 21,869
80 4.905 3.786 1.119 29.1% 0.095 2.5% 5% False False 18,701
100 4.905 3.786 1.119 29.1% 0.095 2.5% 5% False False 16,040
120 4.905 3.786 1.119 29.1% 0.093 2.4% 5% False False 14,069
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.175
2.618 4.069
1.618 4.004
1.000 3.964
0.618 3.939
HIGH 3.899
0.618 3.874
0.500 3.867
0.382 3.859
LOW 3.834
0.618 3.794
1.000 3.769
1.618 3.729
2.618 3.664
4.250 3.558
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 3.867 3.898
PP 3.860 3.881
S1 3.854 3.864

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

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