NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 3.967 3.901 -0.066 -1.7% 4.192
High 3.980 4.038 0.058 1.5% 4.200
Low 3.926 3.901 -0.025 -0.6% 3.924
Close 3.940 4.015 0.075 1.9% 3.940
Range 0.054 0.137 0.083 153.7% 0.276
ATR 0.095 0.098 0.003 3.2% 0.000
Volume 20,585 14,413 -6,172 -30.0% 85,910
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.396 4.342 4.090
R3 4.259 4.205 4.053
R2 4.122 4.122 4.040
R1 4.068 4.068 4.028 4.095
PP 3.985 3.985 3.985 3.998
S1 3.931 3.931 4.002 3.958
S2 3.848 3.848 3.990
S3 3.711 3.794 3.977
S4 3.574 3.657 3.940
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 4.200 3.901 0.299 7.4% 0.108 2.7% 38% False True 20,064
10 4.252 3.901 0.351 8.7% 0.099 2.5% 32% False True 17,883
20 4.252 3.901 0.351 8.7% 0.099 2.5% 32% False True 17,771
40 4.280 3.877 0.403 10.0% 0.092 2.3% 34% False False 15,010
60 4.985 3.877 1.108 27.6% 0.093 2.3% 12% False False 12,572
80 4.985 3.877 1.108 27.6% 0.094 2.4% 12% False False 10,710
100 4.988 3.877 1.111 27.7% 0.093 2.3% 12% False False 9,504
120 4.988 3.877 1.111 27.7% 0.093 2.3% 12% False False 8,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.620
2.618 4.397
1.618 4.260
1.000 4.175
0.618 4.123
HIGH 4.038
0.618 3.986
0.500 3.970
0.382 3.953
LOW 3.901
0.618 3.816
1.000 3.764
1.618 3.679
2.618 3.542
4.250 3.319
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 4.000 4.000
PP 3.985 3.985
S1 3.970 3.970

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

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