NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	3.950	4.001	0.051	1.3%	3.899
High	4.015	4.078	0.063	1.6%	4.030
Low	3.950	4.001	0.051	1.3%	3.885
Close	4.006	4.071	0.065	1.6%	3.965
Range	0.065	0.077	0.012	18.5%	0.145
ATR	0.077	0.077	0.000	0.0%	0.000
Volume	8,672	7,340	-1,332	-15.4%	44,403

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.281	4.253	4.113
R3	4.204	4.176	4.092
R2	4.127	4.127	4.085
R1	4.099	4.099	4.078	4.113
PP	4.050	4.050	4.050	4.057
S1	4.022	4.022	4.064	4.036
S2	3.973	3.973	4.057
S3	3.896	3.945	4.050
S4	3.819	3.868	4.029

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.395	4.325	4.045
R3	4.250	4.180	4.005
R2	4.105	4.105	3.992
R1	4.035	4.035	3.978	4.070
PP	3.960	3.960	3.960	3.978
S1	3.890	3.890	3.952	3.925
S2	3.815	3.815	3.938
S3	3.670	3.745	3.925
S4	3.525	3.600	3.885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.078	3.901	0.177	4.3%	0.073	1.8%	96%	True	False	8,718
10	4.078	3.885	0.193	4.7%	0.075	1.8%	96%	True	False	8,083
20	4.288	3.885	0.403	9.9%	0.069	1.7%	46%	False	False	7,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.405
2.618	4.280
1.618	4.203
1.000	4.155
0.618	4.126
HIGH	4.078
0.618	4.049
0.500	4.040
0.382	4.030
LOW	4.001
0.618	3.953
1.000	3.924
1.618	3.876
2.618	3.799
4.250	3.674

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	4.061	4.051
PP	4.050	4.031
S1	4.040	4.012

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