NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	4.053	4.095	0.042	1.0%	3.965
High	4.150	4.105	-0.045	-1.1%	4.150
Low	4.007	4.048	0.041	1.0%	3.935
Close	4.102	4.062	-0.040	-1.0%	4.062
Range	0.143	0.057	-0.086	-60.1%	0.215
ATR	0.099	0.096	-0.003	-3.0%	0.000
Volume	13,622	21,730	8,108	59.5%	75,663

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.243	4.209	4.093
R3	4.186	4.152	4.078
R2	4.129	4.129	4.072
R1	4.095	4.095	4.067	4.084
PP	4.072	4.072	4.072	4.066
S1	4.038	4.038	4.057	4.027
S2	4.015	4.015	4.052
S3	3.958	3.981	4.046
S4	3.901	3.924	4.031

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.694	4.593	4.180
R3	4.479	4.378	4.121
R2	4.264	4.264	4.101
R1	4.163	4.163	4.082	4.214
PP	4.049	4.049	4.049	4.074
S1	3.948	3.948	4.042	3.999
S2	3.834	3.834	4.023
S3	3.619	3.733	4.003
S4	3.404	3.518	3.944

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	5.3%	0.096	2.4%	59%	False	False	15,132
10	4.181	3.935	0.246	6.1%	0.100	2.4%	52%	False	False	17,658
20	4.181	3.877	0.304	7.5%	0.096	2.4%	61%	False	False	15,008
40	4.555	3.877	0.678	16.7%	0.089	2.2%	27%	False	False	12,678
60	4.985	3.877	1.108	27.3%	0.091	2.2%	17%	False	False	10,463
80	4.985	3.877	1.108	27.3%	0.093	2.3%	17%	False	False	9,205
100	4.988	3.877	1.111	27.4%	0.092	2.3%	17%	False	False	8,232

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.347
2.618	4.254
1.618	4.197
1.000	4.162
0.618	4.140
HIGH	4.105
0.618	4.083
0.500	4.077
0.382	4.070
LOW	4.048
0.618	4.013
1.000	3.991
1.618	3.956
2.618	3.899
4.250	3.806

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	4.077	4.074
PP	4.072	4.070
S1	4.067	4.066

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols