NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 4.460 4.542 0.082 1.8% 4.758
High 4.577 4.606 0.029 0.6% 4.893
Low 4.453 4.532 0.079 1.8% 4.538
Close 4.556 4.569 0.013 0.3% 4.552
Range 0.124 0.074 -0.050 -40.3% 0.355
ATR 0.118 0.115 -0.003 -2.7% 0.000
Volume 79,570 76,281 -3,289 -4.1% 275,866
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.791 4.754 4.610
R3 4.717 4.680 4.589
R2 4.643 4.643 4.583
R1 4.606 4.606 4.576 4.625
PP 4.569 4.569 4.569 4.578
S1 4.532 4.532 4.562 4.551
S2 4.495 4.495 4.555
S3 4.421 4.458 4.549
S4 4.347 4.384 4.528
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.726 5.494 4.747
R3 5.371 5.139 4.650
R2 5.016 5.016 4.617
R1 4.784 4.784 4.585 4.723
PP 4.661 4.661 4.661 4.630
S1 4.429 4.429 4.519 4.368
S2 4.306 4.306 4.487
S3 3.951 4.074 4.454
S4 3.596 3.719 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.716 4.453 0.263 5.8% 0.113 2.5% 44% False False 72,277
10 4.893 4.453 0.440 9.6% 0.129 2.8% 26% False False 67,591
20 4.893 4.453 0.440 9.6% 0.112 2.4% 26% False False 53,047
40 4.893 4.296 0.597 13.1% 0.114 2.5% 46% False False 34,156
60 4.893 4.296 0.597 13.1% 0.111 2.4% 46% False False 26,075
80 4.893 4.296 0.597 13.1% 0.109 2.4% 46% False False 20,978
100 4.893 4.296 0.597 13.1% 0.115 2.5% 46% False False 18,071
120 4.893 3.921 0.972 21.3% 0.113 2.5% 67% False False 15,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.036
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.921
2.618 4.800
1.618 4.726
1.000 4.680
0.618 4.652
HIGH 4.606
0.618 4.578
0.500 4.569
0.382 4.560
LOW 4.532
0.618 4.486
1.000 4.458
1.618 4.412
2.618 4.338
4.250 4.218
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 4.569 4.556
PP 4.569 4.543
S1 4.569 4.530

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

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