NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	4.164	4.143	-0.021	-0.5%	3.965
High	4.191	4.182	-0.009	-0.2%	4.150
Low	4.109	4.090	-0.019	-0.5%	3.935
Close	4.119	4.160	0.041	1.0%	4.062
Range	0.082	0.092	0.010	12.2%	0.215
ATR	0.094	0.094	0.000	-0.2%	0.000
Volume	11,918	14,637	2,719	22.8%	75,663

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.420	4.382	4.211
R3	4.328	4.290	4.185
R2	4.236	4.236	4.177
R1	4.198	4.198	4.168	4.217
PP	4.144	4.144	4.144	4.154
S1	4.106	4.106	4.152	4.125
S2	4.052	4.052	4.143
S3	3.960	4.014	4.135
S4	3.868	3.922	4.109

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	4.191	4.007	0.184	4.4%	0.092	2.2%	83%	False	False	14,988
10	4.191	3.935	0.256	6.2%	0.098	2.4%	88%	False	False	15,705
20	4.191	3.929	0.262	6.3%	0.095	2.3%	88%	False	False	15,301
40	4.522	3.877	0.645	15.5%	0.089	2.1%	44%	False	False	13,059
60	4.985	3.877	1.108	26.6%	0.092	2.2%	26%	False	False	10,841
80	4.985	3.877	1.108	26.6%	0.093	2.2%	26%	False	False	9,525
100	4.988	3.877	1.111	26.7%	0.092	2.2%	25%	False	False	8,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.573
2.618	4.423
1.618	4.331
1.000	4.274
0.618	4.239
HIGH	4.182
0.618	4.147
0.500	4.136
0.382	4.125
LOW	4.090
0.618	4.033
1.000	3.998
1.618	3.941
2.618	3.849
4.250	3.699

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	4.152	4.150
PP	4.144	4.140
S1	4.136	4.130

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