NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 3.988 4.072 0.084 2.1% 4.156
High 4.096 4.081 -0.015 -0.4% 4.181
Low 3.988 3.998 0.010 0.3% 3.957
Close 4.071 4.030 -0.041 -1.0% 3.977
Range 0.108 0.083 -0.025 -23.1% 0.224
ATR 0.096 0.095 -0.001 -1.0% 0.000
Volume 14,560 13,886 -674 -4.6% 100,924
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.285 4.241 4.076
R3 4.202 4.158 4.053
R2 4.119 4.119 4.045
R1 4.075 4.075 4.038 4.056
PP 4.036 4.036 4.036 4.027
S1 3.992 3.992 4.022 3.973
S2 3.953 3.953 4.015
S3 3.870 3.909 4.007
S4 3.787 3.826 3.984
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.710 4.568 4.100
R3 4.486 4.344 4.039
R2 4.262 4.262 4.018
R1 4.120 4.120 3.998 4.079
PP 4.038 4.038 4.038 4.018
S1 3.896 3.896 3.956 3.855
S2 3.814 3.814 3.936
S3 3.590 3.672 3.915
S4 3.366 3.448 3.854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.127 3.935 0.192 4.8% 0.103 2.6% 49% False False 16,423
10 4.181 3.935 0.246 6.1% 0.100 2.5% 39% False False 17,176
20 4.181 3.877 0.304 7.5% 0.096 2.4% 50% False False 14,207
40 4.672 3.877 0.795 19.7% 0.089 2.2% 19% False False 12,090
60 4.985 3.877 1.108 27.5% 0.091 2.3% 14% False False 10,025
80 4.988 3.877 1.111 27.6% 0.093 2.3% 14% False False 8,855
100 4.988 3.877 1.111 27.6% 0.093 2.3% 14% False False 8,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.434
2.618 4.298
1.618 4.215
1.000 4.164
0.618 4.132
HIGH 4.081
0.618 4.049
0.500 4.040
0.382 4.030
LOW 3.998
0.618 3.947
1.000 3.915
1.618 3.864
2.618 3.781
4.250 3.645
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 4.040 4.025
PP 4.036 4.020
S1 4.033 4.016

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

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