NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 4.300 4.438 0.138 3.2% 4.476
High 4.457 4.456 -0.001 0.0% 4.555
Low 4.297 4.385 0.088 2.0% 4.308
Close 4.443 4.424 -0.019 -0.4% 4.329
Range 0.160 0.071 -0.089 -55.6% 0.247
ATR 0.125 0.121 -0.004 -3.1% 0.000
Volume 10,413 16,596 6,183 59.4% 54,607
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.635 4.600 4.463
R3 4.564 4.529 4.444
R2 4.493 4.493 4.437
R1 4.458 4.458 4.431 4.440
PP 4.422 4.422 4.422 4.413
S1 4.387 4.387 4.417 4.369
S2 4.351 4.351 4.411
S3 4.280 4.316 4.404
S4 4.209 4.245 4.385
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 4.478 4.290 0.188 4.2% 0.101 2.3% 71% False False 12,557
10 4.555 4.290 0.265 6.0% 0.096 2.2% 51% False False 12,597
20 4.680 4.290 0.390 8.8% 0.118 2.7% 34% False False 14,408
40 4.893 4.290 0.603 13.6% 0.135 3.0% 22% False False 15,267
60 4.893 3.874 1.019 23.0% 0.125 2.8% 54% False False 13,102
80 4.893 3.874 1.019 23.0% 0.109 2.5% 54% False False 11,230
100 4.893 3.537 1.356 30.7% 0.101 2.3% 65% False False 9,576
120 4.893 3.537 1.356 30.7% 0.092 2.1% 65% False False 8,253
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4.758
2.618 4.642
1.618 4.571
1.000 4.527
0.618 4.500
HIGH 4.456
0.618 4.429
0.500 4.421
0.382 4.412
LOW 4.385
0.618 4.341
1.000 4.314
1.618 4.270
2.618 4.199
4.250 4.083
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 4.423 4.407
PP 4.422 4.390
S1 4.421 4.374

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

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