NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 4.406 4.496 0.090 2.0% 4.414
High 4.512 4.635 0.123 2.7% 4.575
Low 4.360 4.482 0.122 2.8% 4.349
Close 4.505 4.619 0.114 2.5% 4.405
Range 0.152 0.153 0.001 0.7% 0.226
ATR 0.122 0.125 0.002 1.8% 0.000
Volume 50,751 10,403 -40,348 -79.5% 422,620
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 5.038 4.981 4.703
R3 4.885 4.828 4.661
R2 4.732 4.732 4.647
R1 4.675 4.675 4.633 4.704
PP 4.579 4.579 4.579 4.593
S1 4.522 4.522 4.605 4.551
S2 4.426 4.426 4.591
S3 4.273 4.369 4.577
S4 4.120 4.216 4.535
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.121 4.989 4.529
R3 4.895 4.763 4.467
R2 4.669 4.669 4.446
R1 4.537 4.537 4.426 4.490
PP 4.443 4.443 4.443 4.420
S1 4.311 4.311 4.384 4.264
S2 4.217 4.217 4.364
S3 3.991 4.085 4.343
S4 3.765 3.859 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.635 4.349 0.286 6.2% 0.127 2.7% 94% True False 60,463
10 4.635 4.289 0.346 7.5% 0.124 2.7% 95% True False 73,927
20 4.852 4.289 0.563 12.2% 0.124 2.7% 59% False False 86,744
40 4.852 4.255 0.597 12.9% 0.120 2.6% 61% False False 70,438
60 4.852 4.255 0.597 12.9% 0.118 2.6% 61% False False 51,656
80 4.893 4.255 0.638 13.8% 0.127 2.7% 57% False False 43,084
100 4.893 3.874 1.019 22.1% 0.125 2.7% 73% False False 36,425
120 4.893 3.874 1.019 22.1% 0.115 2.5% 73% False False 31,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.285
2.618 5.036
1.618 4.883
1.000 4.788
0.618 4.730
HIGH 4.635
0.618 4.577
0.500 4.559
0.382 4.540
LOW 4.482
0.618 4.387
1.000 4.329
1.618 4.234
2.618 4.081
4.250 3.832
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 4.599 4.578
PP 4.579 4.537
S1 4.559 4.497

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

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