NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 3.898 3.977 0.079 2.0% 3.764
High 3.985 4.021 0.036 0.9% 3.988
Low 3.885 3.936 0.051 1.3% 3.760
Close 3.979 3.949 -0.030 -0.8% 3.883
Range 0.100 0.085 -0.015 -15.0% 0.228
ATR 0.104 0.103 -0.001 -1.3% 0.000
Volume 73,843 87,957 14,114 19.1% 300,583
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.224 4.171 3.996
R3 4.139 4.086 3.972
R2 4.054 4.054 3.965
R1 4.001 4.001 3.957 3.985
PP 3.969 3.969 3.969 3.961
S1 3.916 3.916 3.941 3.900
S2 3.884 3.884 3.933
S3 3.799 3.831 3.926
S4 3.714 3.746 3.902
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.561 4.450 4.008
R3 4.333 4.222 3.946
R2 4.105 4.105 3.925
R1 3.994 3.994 3.904 4.050
PP 3.877 3.877 3.877 3.905
S1 3.766 3.766 3.862 3.822
S2 3.649 3.649 3.841
S3 3.421 3.538 3.820
S4 3.193 3.310 3.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.021 3.829 0.192 4.9% 0.098 2.5% 63% True False 69,036
10 4.021 3.760 0.261 6.6% 0.115 2.9% 72% True False 69,667
20 4.041 3.760 0.281 7.1% 0.103 2.6% 67% False False 58,027
40 4.460 3.740 0.720 18.2% 0.096 2.4% 29% False False 41,707
60 4.879 3.740 1.139 28.8% 0.100 2.5% 18% False False 35,473
80 4.879 3.740 1.139 28.8% 0.103 2.6% 18% False False 31,904
100 4.879 3.740 1.139 28.8% 0.101 2.6% 18% False False 28,418
120 4.879 3.740 1.139 28.8% 0.101 2.6% 18% False False 25,978
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.382
2.618 4.244
1.618 4.159
1.000 4.106
0.618 4.074
HIGH 4.021
0.618 3.989
0.500 3.979
0.382 3.968
LOW 3.936
0.618 3.883
1.000 3.851
1.618 3.798
2.618 3.713
4.250 3.575
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 3.979 3.948
PP 3.969 3.947
S1 3.959 3.946

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

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