NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 4.390 4.329 -0.061 -1.4% 4.476
High 4.390 4.370 -0.020 -0.5% 4.555
Low 4.308 4.290 -0.018 -0.4% 4.308
Close 4.329 4.305 -0.024 -0.6% 4.329
Range 0.082 0.080 -0.002 -2.4% 0.247
ATR 0.126 0.122 -0.003 -2.6% 0.000
Volume 14,618 11,101 -3,517 -24.1% 54,607
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.562 4.513 4.349
R3 4.482 4.433 4.327
R2 4.402 4.402 4.320
R1 4.353 4.353 4.312 4.338
PP 4.322 4.322 4.322 4.314
S1 4.273 4.273 4.298 4.258
S2 4.242 4.242 4.290
S3 4.162 4.193 4.283
S4 4.082 4.113 4.261
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.138 4.981 4.465
R3 4.891 4.734 4.397
R2 4.644 4.644 4.374
R1 4.487 4.487 4.352 4.442
PP 4.397 4.397 4.397 4.375
S1 4.240 4.240 4.306 4.195
S2 4.150 4.150 4.284
S3 3.903 3.993 4.261
S4 3.656 3.746 4.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.529 4.290 0.239 5.6% 0.087 2.0% 6% False True 11,528
10 4.631 4.290 0.341 7.9% 0.097 2.3% 4% False True 12,726
20 4.680 4.290 0.390 9.1% 0.122 2.8% 4% False True 15,143
40 4.893 4.234 0.659 15.3% 0.136 3.2% 11% False False 15,431
60 4.893 3.874 1.019 23.7% 0.123 2.9% 42% False False 12,749
80 4.893 3.815 1.078 25.0% 0.108 2.5% 45% False False 10,989
100 4.893 3.537 1.356 31.5% 0.099 2.3% 57% False False 9,348
120 4.893 3.537 1.356 31.5% 0.091 2.1% 57% False False 8,041
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.579
1.618 4.499
1.000 4.450
0.618 4.419
HIGH 4.370
0.618 4.339
0.500 4.330
0.382 4.321
LOW 4.290
0.618 4.241
1.000 4.210
1.618 4.161
2.618 4.081
4.250 3.950
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 4.330 4.384
PP 4.322 4.358
S1 4.313 4.331

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

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