NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 4.564 4.530 -0.034 -0.7% 4.388
High 4.570 4.605 0.035 0.8% 4.642
Low 4.471 4.510 0.039 0.9% 4.353
Close 4.524 4.598 0.074 1.6% 4.524
Range 0.099 0.095 -0.004 -4.0% 0.289
ATR 0.116 0.115 -0.002 -1.3% 0.000
Volume 32,367 26,179 -6,188 -19.1% 98,268
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.856 4.822 4.650
R3 4.761 4.727 4.624
R2 4.666 4.666 4.615
R1 4.632 4.632 4.607 4.649
PP 4.571 4.571 4.571 4.580
S1 4.537 4.537 4.589 4.554
S2 4.476 4.476 4.581
S3 4.381 4.442 4.572
S4 4.286 4.347 4.546
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5.373 5.238 4.683
R3 5.084 4.949 4.603
R2 4.795 4.795 4.577
R1 4.660 4.660 4.550 4.728
PP 4.506 4.506 4.506 4.540
S1 4.371 4.371 4.498 4.439
S2 4.217 4.217 4.471
S3 3.928 4.082 4.445
S4 3.639 3.793 4.365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.642 4.353 0.289 6.3% 0.121 2.6% 85% False False 24,889
10 4.642 4.339 0.303 6.6% 0.116 2.5% 85% False False 21,539
20 4.837 4.296 0.541 11.8% 0.118 2.6% 56% False False 18,282
40 4.870 4.296 0.574 12.5% 0.108 2.3% 53% False False 14,254
60 4.870 4.296 0.574 12.5% 0.107 2.3% 53% False False 11,633
80 4.891 4.296 0.595 12.9% 0.114 2.5% 51% False False 10,321
100 4.891 3.921 0.970 21.1% 0.113 2.5% 70% False False 9,005
120 4.891 3.921 0.970 21.1% 0.105 2.3% 70% False False 7,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.009
2.618 4.854
1.618 4.759
1.000 4.700
0.618 4.664
HIGH 4.605
0.618 4.569
0.500 4.558
0.382 4.546
LOW 4.510
0.618 4.451
1.000 4.415
1.618 4.356
2.618 4.261
4.250 4.106
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 4.585 4.584
PP 4.571 4.570
S1 4.558 4.557

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

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