NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 3.990 3.967 -0.023 -0.6% 4.192
High 4.009 3.980 -0.029 -0.7% 4.200
Low 3.924 3.926 0.002 0.1% 3.924
Close 3.953 3.940 -0.013 -0.3% 3.940
Range 0.085 0.054 -0.031 -36.5% 0.276
ATR 0.098 0.095 -0.003 -3.2% 0.000
Volume 19,317 20,585 1,268 6.6% 85,910
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.111 4.079 3.970
R3 4.057 4.025 3.955
R2 4.003 4.003 3.950
R1 3.971 3.971 3.945 3.960
PP 3.949 3.949 3.949 3.943
S1 3.917 3.917 3.935 3.906
S2 3.895 3.895 3.930
S3 3.841 3.863 3.925
S4 3.787 3.809 3.910
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.849 4.671 4.092
R3 4.573 4.395 4.016
R2 4.297 4.297 3.991
R1 4.119 4.119 3.965 4.070
PP 4.021 4.021 4.021 3.997
S1 3.843 3.843 3.915 3.794
S2 3.745 3.745 3.889
S3 3.469 3.567 3.864
S4 3.193 3.291 3.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.214 3.924 0.290 7.4% 0.092 2.3% 6% False False 20,550
10 4.252 3.924 0.328 8.3% 0.091 2.3% 5% False False 18,615
20 4.252 3.924 0.328 8.3% 0.097 2.5% 5% False False 17,919
40 4.280 3.877 0.403 10.2% 0.090 2.3% 16% False False 14,897
60 4.985 3.877 1.108 28.1% 0.094 2.4% 6% False False 12,403
80 4.985 3.877 1.108 28.1% 0.093 2.4% 6% False False 10,625
100 4.988 3.877 1.111 28.2% 0.093 2.4% 6% False False 9,389
120 4.988 3.877 1.111 28.2% 0.092 2.3% 6% False False 8,754
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.210
2.618 4.121
1.618 4.067
1.000 4.034
0.618 4.013
HIGH 3.980
0.618 3.959
0.500 3.953
0.382 3.947
LOW 3.926
0.618 3.893
1.000 3.872
1.618 3.839
2.618 3.785
4.250 3.697
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 3.953 3.982
PP 3.949 3.968
S1 3.944 3.954

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

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