NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 4.453 4.468 0.015 0.3% 4.584
High 4.504 4.478 -0.026 -0.6% 4.680
Low 4.427 4.365 -0.062 -1.4% 4.346
Close 4.488 4.380 -0.108 -2.4% 4.433
Range 0.077 0.113 0.036 46.8% 0.334
ATR 0.129 0.129 0.000 -0.4% 0.000
Volume 9,503 10,061 558 5.9% 73,358
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.747 4.676 4.442
R3 4.634 4.563 4.411
R2 4.521 4.521 4.401
R1 4.450 4.450 4.390 4.429
PP 4.408 4.408 4.408 4.397
S1 4.337 4.337 4.370 4.316
S2 4.295 4.295 4.359
S3 4.182 4.224 4.349
S4 4.069 4.111 4.318
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 4.555 4.346 0.209 4.8% 0.090 2.1% 16% False False 11,672
10 4.680 4.346 0.334 7.6% 0.103 2.4% 10% False False 12,908
20 4.893 4.346 0.547 12.5% 0.140 3.2% 6% False False 15,140
40 4.893 4.212 0.681 15.5% 0.139 3.2% 25% False False 15,464
60 4.893 3.874 1.019 23.3% 0.122 2.8% 50% False False 12,446
80 4.893 3.785 1.108 25.3% 0.107 2.5% 54% False False 10,767
100 4.893 3.537 1.356 31.0% 0.099 2.3% 62% False False 9,114
120 4.893 3.537 1.356 31.0% 0.090 2.1% 62% False False 7,857
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 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.958
2.618 4.774
1.618 4.661
1.000 4.591
0.618 4.548
HIGH 4.478
0.618 4.435
0.500 4.422
0.382 4.408
LOW 4.365
0.618 4.295
1.000 4.252
1.618 4.182
2.618 4.069
4.250 3.885
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 4.422 4.447
PP 4.408 4.425
S1 4.394 4.402

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

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