NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 4.367 4.476 0.109 2.5% 4.584
High 4.441 4.555 0.114 2.6% 4.680
Low 4.346 4.474 0.128 2.9% 4.346
Close 4.433 4.519 0.086 1.9% 4.433
Range 0.095 0.081 -0.014 -14.7% 0.334
ATR 0.139 0.137 -0.001 -0.9% 0.000
Volume 18,373 8,065 -10,308 -56.1% 73,358
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.759 4.720 4.564
R3 4.678 4.639 4.541
R2 4.597 4.597 4.534
R1 4.558 4.558 4.526 4.578
PP 4.516 4.516 4.516 4.526
S1 4.477 4.477 4.512 4.497
S2 4.435 4.435 4.504
S3 4.354 4.396 4.497
S4 4.273 4.315 4.474
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.488 5.295 4.617
R3 5.154 4.961 4.525
R2 4.820 4.820 4.494
R1 4.627 4.627 4.464 4.557
PP 4.486 4.486 4.486 4.451
S1 4.293 4.293 4.402 4.223
S2 4.152 4.152 4.372
S3 3.818 3.959 4.341
S4 3.484 3.625 4.249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.631 4.346 0.285 6.3% 0.107 2.4% 61% False False 13,924
10 4.680 4.346 0.334 7.4% 0.120 2.6% 52% False False 14,435
20 4.893 4.346 0.547 12.1% 0.147 3.2% 32% False False 16,106
40 4.893 4.041 0.852 18.9% 0.139 3.1% 56% False False 15,337
60 4.893 3.874 1.019 22.5% 0.121 2.7% 63% False False 12,197
80 4.893 3.656 1.237 27.4% 0.106 2.4% 70% False False 10,443
100 4.893 3.537 1.356 30.0% 0.098 2.2% 72% False False 8,846
120 4.893 3.537 1.356 30.0% 0.090 2.0% 72% False False 7,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.899
2.618 4.767
1.618 4.686
1.000 4.636
0.618 4.605
HIGH 4.555
0.618 4.524
0.500 4.515
0.382 4.505
LOW 4.474
0.618 4.424
1.000 4.393
1.618 4.343
2.618 4.262
4.250 4.130
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 4.518 4.496
PP 4.516 4.473
S1 4.515 4.451

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

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