NYMEX Natural Gas Future May 2015

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	3.847	3.858	0.011	0.3%	3.719
High	3.872	3.885	0.013	0.3%	3.846
Low	3.818	3.827	0.009	0.2%	3.712
Close	3.862	3.871	0.009	0.2%	3.803
Range	0.054	0.058	0.004	7.4%	0.134
ATR	0.051	0.052	0.000	1.0%	0.000
Volume	4,579	3,844	-735	-16.1%	12,101

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.035	4.011	3.903
R3	3.977	3.953	3.887
R2	3.919	3.919	3.882
R1	3.895	3.895	3.876	3.907
PP	3.861	3.861	3.861	3.867
S1	3.837	3.837	3.866	3.849
S2	3.803	3.803	3.860
S3	3.745	3.779	3.855
S4	3.687	3.721	3.839

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.189	4.130	3.877
R3	4.055	3.996	3.840
R2	3.921	3.921	3.828
R1	3.862	3.862	3.815	3.892
PP	3.787	3.787	3.787	3.802
S1	3.728	3.728	3.791	3.758
S2	3.653	3.653	3.778
S3	3.519	3.594	3.766
S4	3.385	3.460	3.729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.885	3.789	0.096	2.5%	0.047	1.2%	85%	True	False	3,411
10	3.885	3.712	0.173	4.5%	0.051	1.3%	92%	True	False	3,205

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	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.132
2.618	4.037
1.618	3.979
1.000	3.943
0.618	3.921
HIGH	3.885
0.618	3.863
0.500	3.856
0.382	3.849
LOW	3.827
0.618	3.791
1.000	3.769
1.618	3.733
2.618	3.675
4.250	3.581

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	3.866	3.865
PP	3.861	3.858
S1	3.856	3.852

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