NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 4.143 4.160 0.017 0.4% 3.965
High 4.182 4.252 0.070 1.7% 4.150
Low 4.090 4.120 0.030 0.7% 3.935
Close 4.160 4.186 0.026 0.6% 4.062
Range 0.092 0.132 0.040 43.5% 0.215
ATR 0.094 0.097 0.003 2.9% 0.000
Volume 14,637 22,083 7,446 50.9% 75,663
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.582 4.516 4.259
R3 4.450 4.384 4.222
R2 4.318 4.318 4.210
R1 4.252 4.252 4.198 4.285
PP 4.186 4.186 4.186 4.203
S1 4.120 4.120 4.174 4.153
S2 4.054 4.054 4.162
S3 3.922 3.988 4.150
S4 3.790 3.856 4.113
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 4.252 4.048 0.204 4.9% 0.090 2.2% 68% True False 16,680
10 4.252 3.935 0.317 7.6% 0.099 2.4% 79% True False 15,301
20 4.252 3.935 0.317 7.6% 0.096 2.3% 79% True False 15,759
40 4.493 3.877 0.616 14.7% 0.090 2.1% 50% False False 13,502
60 4.985 3.877 1.108 26.5% 0.093 2.2% 28% False False 11,161
80 4.985 3.877 1.108 26.5% 0.094 2.2% 28% False False 9,784
100 4.988 3.877 1.111 26.5% 0.092 2.2% 28% False False 8,618
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 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.813
2.618 4.598
1.618 4.466
1.000 4.384
0.618 4.334
HIGH 4.252
0.618 4.202
0.500 4.186
0.382 4.170
LOW 4.120
0.618 4.038
1.000 3.988
1.618 3.906
2.618 3.774
4.250 3.559
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 4.186 4.181
PP 4.186 4.176
S1 4.186 4.171

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

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