NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 4.771 4.742 -0.029 -0.6% 4.639
High 4.802 4.818 0.016 0.3% 4.759
Low 4.735 4.691 -0.044 -0.9% 4.500
Close 4.747 4.723 -0.024 -0.5% 4.754
Range 0.067 0.127 0.060 89.6% 0.259
ATR 0.117 0.118 0.001 0.6% 0.000
Volume 48,779 64,071 15,292 31.3% 220,874
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.125 5.051 4.793
R3 4.998 4.924 4.758
R2 4.871 4.871 4.746
R1 4.797 4.797 4.735 4.771
PP 4.744 4.744 4.744 4.731
S1 4.670 4.670 4.711 4.644
S2 4.617 4.617 4.700
S3 4.490 4.543 4.688
S4 4.363 4.416 4.653
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.448 5.360 4.896
R3 5.189 5.101 4.825
R2 4.930 4.930 4.801
R1 4.842 4.842 4.778 4.886
PP 4.671 4.671 4.671 4.693
S1 4.583 4.583 4.730 4.627
S2 4.412 4.412 4.707
S3 4.153 4.324 4.683
S4 3.894 4.065 4.612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.818 4.500 0.318 6.7% 0.126 2.7% 70% True False 61,898
10 4.818 4.500 0.318 6.7% 0.117 2.5% 70% True False 59,191
20 4.818 4.255 0.563 11.9% 0.121 2.6% 83% True False 43,844
40 4.818 4.255 0.563 11.9% 0.119 2.5% 83% True False 29,126
60 4.893 4.255 0.638 13.5% 0.130 2.8% 73% False False 24,792
80 4.893 3.874 1.019 21.6% 0.124 2.6% 83% False False 20,787
100 4.893 3.874 1.019 21.6% 0.111 2.4% 83% False False 17,753
120 4.893 3.537 1.356 28.7% 0.104 2.2% 87% False False 15,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.358
2.618 5.150
1.618 5.023
1.000 4.945
0.618 4.896
HIGH 4.818
0.618 4.769
0.500 4.755
0.382 4.740
LOW 4.691
0.618 4.613
1.000 4.564
1.618 4.486
2.618 4.359
4.250 4.151
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 4.755 4.755
PP 4.744 4.744
S1 4.734 4.734

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

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