NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 4.524 4.551 0.027 0.6% 4.780
High 4.581 4.582 0.001 0.0% 4.874
Low 4.508 4.388 -0.120 -2.7% 4.528
Close 4.546 4.420 -0.126 -2.8% 4.539
Range 0.073 0.194 0.121 165.8% 0.346
ATR 0.109 0.115 0.006 5.6% 0.000
Volume 26,028 16,865 -9,163 -35.2% 117,217
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.045 4.927 4.527
R3 4.851 4.733 4.473
R2 4.657 4.657 4.456
R1 4.539 4.539 4.438 4.501
PP 4.463 4.463 4.463 4.445
S1 4.345 4.345 4.402 4.307
S2 4.269 4.269 4.384
S3 4.075 4.151 4.367
S4 3.881 3.957 4.313
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.685 5.458 4.729
R3 5.339 5.112 4.634
R2 4.993 4.993 4.602
R1 4.766 4.766 4.571 4.707
PP 4.647 4.647 4.647 4.617
S1 4.420 4.420 4.507 4.361
S2 4.301 4.301 4.476
S3 3.955 4.074 4.444
S4 3.609 3.728 4.349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.614 4.388 0.226 5.1% 0.117 2.6% 14% False True 23,218
10 4.874 4.388 0.486 11.0% 0.116 2.6% 7% False True 26,479
20 4.874 4.388 0.486 11.0% 0.109 2.5% 7% False True 29,286
40 4.874 4.264 0.610 13.8% 0.110 2.5% 26% False False 21,371
60 4.874 4.264 0.610 13.8% 0.106 2.4% 26% False False 17,613
80 4.874 4.264 0.610 13.8% 0.104 2.3% 26% False False 14,516
100 4.874 4.264 0.610 13.8% 0.110 2.5% 26% False False 12,727
120 4.874 3.923 0.951 21.5% 0.108 2.4% 52% False False 11,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.407
2.618 5.090
1.618 4.896
1.000 4.776
0.618 4.702
HIGH 4.582
0.618 4.508
0.500 4.485
0.382 4.462
LOW 4.388
0.618 4.268
1.000 4.194
1.618 4.074
2.618 3.880
4.250 3.564
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 4.485 4.485
PP 4.463 4.463
S1 4.442 4.442

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

View Archives - Comment on this page... - Back to Index of Symbols