NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 3.958 3.988 0.030 0.8% 3.911
High 4.050 4.035 -0.015 -0.4% 4.050
Low 3.929 3.948 0.019 0.5% 3.877
Close 4.005 3.967 -0.038 -0.9% 3.967
Range 0.121 0.087 -0.034 -28.1% 0.173
ATR 0.091 0.091 0.000 -0.3% 0.000
Volume 12,910 15,277 2,367 18.3% 61,922
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.244 4.193 4.015
R3 4.157 4.106 3.991
R2 4.070 4.070 3.983
R1 4.019 4.019 3.975 4.001
PP 3.983 3.983 3.983 3.975
S1 3.932 3.932 3.959 3.914
S2 3.896 3.896 3.951
S3 3.809 3.845 3.943
S4 3.722 3.758 3.919
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.484 4.398 4.062
R3 4.311 4.225 4.015
R2 4.138 4.138 3.999
R1 4.052 4.052 3.983 4.095
PP 3.965 3.965 3.965 3.986
S1 3.879 3.879 3.951 3.922
S2 3.792 3.792 3.935
S3 3.619 3.706 3.919
S4 3.446 3.533 3.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.050 3.877 0.173 4.4% 0.095 2.4% 52% False False 12,384
10 4.053 3.877 0.176 4.4% 0.090 2.3% 51% False False 11,958
20 4.479 3.877 0.602 15.2% 0.085 2.1% 15% False False 11,590
40 4.985 3.877 1.108 27.9% 0.091 2.3% 8% False False 9,145
60 4.985 3.877 1.108 27.9% 0.093 2.4% 8% False False 7,994
80 4.988 3.877 1.111 28.0% 0.092 2.3% 8% False False 6,959
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.405
2.618 4.263
1.618 4.176
1.000 4.122
0.618 4.089
HIGH 4.035
0.618 4.002
0.500 3.992
0.382 3.981
LOW 3.948
0.618 3.894
1.000 3.861
1.618 3.807
2.618 3.720
4.250 3.578
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 3.992 3.976
PP 3.983 3.973
S1 3.975 3.970

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

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