NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 4.047 4.156 0.109 2.7% 3.960
High 4.135 4.173 0.038 0.9% 4.153
Low 4.047 4.098 0.051 1.3% 3.936
Close 4.129 4.134 0.005 0.1% 4.129
Range 0.088 0.075 -0.013 -14.8% 0.217
ATR 0.090 0.089 -0.001 -1.2% 0.000
Volume 17,379 14,536 -2,843 -16.4% 61,660
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.360 4.322 4.175
R3 4.285 4.247 4.155
R2 4.210 4.210 4.148
R1 4.172 4.172 4.141 4.154
PP 4.135 4.135 4.135 4.126
S1 4.097 4.097 4.127 4.079
S2 4.060 4.060 4.120
S3 3.985 4.022 4.113
S4 3.910 3.947 4.093
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.724 4.643 4.248
R3 4.507 4.426 4.189
R2 4.290 4.290 4.169
R1 4.209 4.209 4.149 4.250
PP 4.073 4.073 4.073 4.093
S1 3.992 3.992 4.109 4.033
S2 3.856 3.856 4.089
S3 3.639 3.775 4.069
S4 3.422 3.558 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.173 4.003 0.170 4.1% 0.086 2.1% 77% True False 12,581
10 4.173 3.884 0.289 7.0% 0.088 2.1% 87% True False 12,709
20 4.267 3.877 0.390 9.4% 0.085 2.1% 66% False False 12,345
40 4.985 3.877 1.108 26.8% 0.091 2.2% 23% False False 10,090
60 4.985 3.877 1.108 26.8% 0.091 2.2% 23% False False 8,517
80 4.988 3.877 1.111 26.9% 0.092 2.2% 23% False False 7,568
100 4.988 3.877 1.111 26.9% 0.092 2.2% 23% False False 7,167
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 False
Stretch 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.492
2.618 4.369
1.618 4.294
1.000 4.248
0.618 4.219
HIGH 4.173
0.618 4.144
0.500 4.136
0.382 4.127
LOW 4.098
0.618 4.052
1.000 4.023
1.618 3.977
2.618 3.902
4.250 3.779
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 4.136 4.124
PP 4.135 4.115
S1 4.135 4.105

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

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