NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 4.530 4.605 0.075 1.7% 4.388
High 4.605 4.648 0.043 0.9% 4.642
Low 4.510 4.579 0.069 1.5% 4.353
Close 4.598 4.616 0.018 0.4% 4.524
Range 0.095 0.069 -0.026 -27.4% 0.289
ATR 0.115 0.111 -0.003 -2.8% 0.000
Volume 26,179 21,039 -5,140 -19.6% 98,268
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.821 4.788 4.654
R3 4.752 4.719 4.635
R2 4.683 4.683 4.629
R1 4.650 4.650 4.622 4.667
PP 4.614 4.614 4.614 4.623
S1 4.581 4.581 4.610 4.598
S2 4.545 4.545 4.603
S3 4.476 4.512 4.597
S4 4.407 4.443 4.578
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 4.648 4.471 0.177 3.8% 0.105 2.3% 82% True False 27,072
10 4.648 4.339 0.309 6.7% 0.112 2.4% 90% True False 22,933
20 4.837 4.296 0.541 11.7% 0.115 2.5% 59% False False 18,931
40 4.870 4.296 0.574 12.4% 0.108 2.3% 56% False False 14,627
60 4.870 4.296 0.574 12.4% 0.107 2.3% 56% False False 11,904
80 4.891 4.296 0.595 12.9% 0.114 2.5% 54% False False 10,510
100 4.891 3.921 0.970 21.0% 0.113 2.4% 72% False False 9,192
120 4.891 3.921 0.970 21.0% 0.105 2.3% 72% False False 7,992
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 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.941
2.618 4.829
1.618 4.760
1.000 4.717
0.618 4.691
HIGH 4.648
0.618 4.622
0.500 4.614
0.382 4.605
LOW 4.579
0.618 4.536
1.000 4.510
1.618 4.467
2.618 4.398
4.250 4.286
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 4.615 4.597
PP 4.614 4.578
S1 4.614 4.560

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

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