NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 4.708 4.655 -0.053 -1.1% 4.767
High 4.740 4.813 0.073 1.5% 4.818
Low 4.644 4.648 0.004 0.1% 4.644
Close 4.658 4.799 0.141 3.0% 4.658
Range 0.096 0.165 0.069 71.9% 0.174
ATR 0.116 0.120 0.003 3.0% 0.000
Volume 62,180 97,792 35,612 57.3% 274,618
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.248 5.189 4.890
R3 5.083 5.024 4.844
R2 4.918 4.918 4.829
R1 4.859 4.859 4.814 4.889
PP 4.753 4.753 4.753 4.768
S1 4.694 4.694 4.784 4.724
S2 4.588 4.588 4.769
S3 4.423 4.529 4.754
S4 4.258 4.364 4.708
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.229 5.117 4.754
R3 5.055 4.943 4.706
R2 4.881 4.881 4.690
R1 4.769 4.769 4.674 4.738
PP 4.707 4.707 4.707 4.691
S1 4.595 4.595 4.642 4.564
S2 4.533 4.533 4.626
S3 4.359 4.421 4.610
S4 4.185 4.247 4.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.818 4.644 0.174 3.6% 0.107 2.2% 89% False False 64,398
10 4.818 4.500 0.318 6.6% 0.119 2.5% 94% False False 59,328
20 4.818 4.255 0.563 11.7% 0.119 2.5% 97% False False 49,914
40 4.818 4.255 0.563 11.7% 0.119 2.5% 97% False False 32,041
60 4.893 4.255 0.638 13.3% 0.128 2.7% 85% False False 27,106
80 4.893 3.874 1.019 21.2% 0.125 2.6% 91% False False 22,668
100 4.893 3.874 1.019 21.2% 0.113 2.3% 91% False False 19,280
120 4.893 3.537 1.356 28.3% 0.105 2.2% 93% False False 16,589
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 0.034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.514
2.618 5.245
1.618 5.080
1.000 4.978
0.618 4.915
HIGH 4.813
0.618 4.750
0.500 4.731
0.382 4.711
LOW 4.648
0.618 4.546
1.000 4.483
1.618 4.381
2.618 4.216
4.250 3.947
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 4.776 4.776
PP 4.753 4.754
S1 4.731 4.731

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

View Archives - Comment on this page... - Back to Index of Symbols