NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.792 3.812 0.020 0.5% 3.923
High 3.850 3.864 0.014 0.4% 3.930
Low 3.762 3.811 0.049 1.3% 3.762
Close 3.845 3.859 0.014 0.4% 3.859
Range 0.088 0.053 -0.035 -39.8% 0.168
ATR 0.058 0.058 0.000 -0.6% 0.000
Volume 1,207 2,526 1,319 109.3% 7,525
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.004 3.984 3.888
R3 3.951 3.931 3.874
R2 3.898 3.898 3.869
R1 3.878 3.878 3.864 3.888
PP 3.845 3.845 3.845 3.850
S1 3.825 3.825 3.854 3.835
S2 3.792 3.792 3.849
S3 3.739 3.772 3.844
S4 3.686 3.719 3.830
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.354 4.275 3.951
R3 4.186 4.107 3.905
R2 4.018 4.018 3.890
R1 3.939 3.939 3.874 3.895
PP 3.850 3.850 3.850 3.828
S1 3.771 3.771 3.844 3.727
S2 3.682 3.682 3.828
S3 3.514 3.603 3.813
S4 3.346 3.435 3.767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.930 3.762 0.168 4.4% 0.057 1.5% 58% False False 1,505
10 3.996 3.762 0.234 6.1% 0.052 1.3% 41% False False 2,187
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.089
2.618 4.003
1.618 3.950
1.000 3.917
0.618 3.897
HIGH 3.864
0.618 3.844
0.500 3.838
0.382 3.831
LOW 3.811
0.618 3.778
1.000 3.758
1.618 3.725
2.618 3.672
4.250 3.586
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.852 3.844
PP 3.845 3.828
S1 3.838 3.813

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

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