NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 4.072 4.053 -0.019 -0.5% 4.156
High 4.081 4.150 0.069 1.7% 4.181
Low 3.998 4.007 0.009 0.2% 3.957
Close 4.030 4.102 0.072 1.8% 3.977
Range 0.083 0.143 0.060 72.3% 0.224
ATR 0.095 0.099 0.003 3.6% 0.000
Volume 13,886 13,622 -264 -1.9% 100,924
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.515 4.452 4.181
R3 4.372 4.309 4.141
R2 4.229 4.229 4.128
R1 4.166 4.166 4.115 4.198
PP 4.086 4.086 4.086 4.102
S1 4.023 4.023 4.089 4.055
S2 3.943 3.943 4.076
S3 3.800 3.880 4.063
S4 3.657 3.737 4.023
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 4.150 3.935 0.215 5.2% 0.109 2.7% 78% True False 13,923
10 4.181 3.935 0.246 6.0% 0.103 2.5% 68% False False 17,223
20 4.181 3.877 0.304 7.4% 0.098 2.4% 74% False False 14,350
40 4.660 3.877 0.783 19.1% 0.091 2.2% 29% False False 12,263
60 4.985 3.877 1.108 27.0% 0.092 2.2% 20% False False 10,187
80 4.988 3.877 1.111 27.1% 0.093 2.3% 20% False False 8,995
100 4.988 3.877 1.111 27.1% 0.093 2.3% 20% False False 8,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.758
2.618 4.524
1.618 4.381
1.000 4.293
0.618 4.238
HIGH 4.150
0.618 4.095
0.500 4.079
0.382 4.062
LOW 4.007
0.618 3.919
1.000 3.864
1.618 3.776
2.618 3.633
4.250 3.399
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 4.094 4.091
PP 4.086 4.080
S1 4.079 4.069

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

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