NYMEX Natural Gas Future October 2014


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 3.973 4.009 0.036 0.9% 3.764
High 4.032 4.101 0.069 1.7% 3.988
Low 3.932 3.973 0.041 1.0% 3.760
Close 4.003 4.044 0.041 1.0% 3.883
Range 0.100 0.128 0.028 28.0% 0.228
ATR 0.103 0.104 0.002 1.8% 0.000
Volume 138,058 130,266 -7,792 -5.6% 300,583
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.423 4.362 4.114
R3 4.295 4.234 4.079
R2 4.167 4.167 4.067
R1 4.106 4.106 4.056 4.137
PP 4.039 4.039 4.039 4.055
S1 3.978 3.978 4.032 4.009
S2 3.911 3.911 4.021
S3 3.783 3.850 4.009
S4 3.655 3.722 3.974
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 4.101 3.870 0.231 5.7% 0.095 2.3% 75% True False 95,975
10 4.101 3.760 0.341 8.4% 0.108 2.7% 83% True False 78,926
20 4.101 3.760 0.341 8.4% 0.104 2.6% 83% True False 68,568
40 4.394 3.740 0.654 16.2% 0.097 2.4% 46% False False 47,461
60 4.879 3.740 1.139 28.2% 0.101 2.5% 27% False False 39,270
80 4.879 3.740 1.139 28.2% 0.103 2.6% 27% False False 34,950
100 4.879 3.740 1.139 28.2% 0.102 2.5% 27% False False 30,883
120 4.879 3.740 1.139 28.2% 0.102 2.5% 27% False False 27,993
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.645
2.618 4.436
1.618 4.308
1.000 4.229
0.618 4.180
HIGH 4.101
0.618 4.052
0.500 4.037
0.382 4.022
LOW 3.973
0.618 3.894
1.000 3.845
1.618 3.766
2.618 3.638
4.250 3.429
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 4.042 4.035
PP 4.039 4.026
S1 4.037 4.017

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

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