NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 4.156 4.163 0.007 0.2% 3.960
High 4.173 4.181 0.008 0.2% 4.153
Low 4.098 4.130 0.032 0.8% 3.936
Close 4.134 4.153 0.019 0.5% 4.129
Range 0.075 0.051 -0.024 -32.0% 0.217
ATR 0.089 0.086 -0.003 -3.1% 0.000
Volume 14,536 23,805 9,269 63.8% 61,660
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.308 4.281 4.181
R3 4.257 4.230 4.167
R2 4.206 4.206 4.162
R1 4.179 4.179 4.158 4.167
PP 4.155 4.155 4.155 4.149
S1 4.128 4.128 4.148 4.116
S2 4.104 4.104 4.144
S3 4.053 4.077 4.139
S4 4.002 4.026 4.125
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 4.181 4.037 0.144 3.5% 0.079 1.9% 81% True False 15,519
10 4.181 3.901 0.280 6.7% 0.084 2.0% 90% True False 13,867
20 4.255 3.877 0.378 9.1% 0.084 2.0% 73% False False 12,906
40 4.850 3.877 0.973 23.4% 0.086 2.1% 28% False False 10,511
60 4.985 3.877 1.108 26.7% 0.091 2.2% 25% False False 8,832
80 4.988 3.877 1.111 26.8% 0.090 2.2% 25% False False 7,821
100 4.988 3.877 1.111 26.8% 0.091 2.2% 25% False False 7,383
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 4.398
2.618 4.315
1.618 4.264
1.000 4.232
0.618 4.213
HIGH 4.181
0.618 4.162
0.500 4.156
0.382 4.149
LOW 4.130
0.618 4.098
1.000 4.079
1.618 4.047
2.618 3.996
4.250 3.913
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 4.156 4.140
PP 4.155 4.127
S1 4.154 4.114

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

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