NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 4.605 4.600 -0.005 -0.1% 4.388
High 4.648 4.640 -0.008 -0.2% 4.642
Low 4.579 4.566 -0.013 -0.3% 4.353
Close 4.616 4.627 0.011 0.2% 4.524
Range 0.069 0.074 0.005 7.2% 0.289
ATR 0.111 0.109 -0.003 -2.4% 0.000
Volume 21,039 21,896 857 4.1% 98,268
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.833 4.804 4.668
R3 4.759 4.730 4.647
R2 4.685 4.685 4.641
R1 4.656 4.656 4.634 4.671
PP 4.611 4.611 4.611 4.618
S1 4.582 4.582 4.620 4.597
S2 4.537 4.537 4.613
S3 4.463 4.508 4.607
S4 4.389 4.434 4.586
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% 0.094 2.0% 88% False False 27,568
10 4.648 4.339 0.309 6.7% 0.106 2.3% 93% False False 23,520
20 4.837 4.296 0.541 11.7% 0.114 2.5% 61% False False 19,650
40 4.870 4.296 0.574 12.4% 0.108 2.3% 58% False False 14,985
60 4.870 4.296 0.574 12.4% 0.106 2.3% 58% False False 12,174
80 4.891 4.296 0.595 12.9% 0.114 2.5% 56% False False 10,718
100 4.891 3.921 0.970 21.0% 0.112 2.4% 73% False False 9,398
120 4.891 3.921 0.970 21.0% 0.105 2.3% 73% False False 8,149
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.955
2.618 4.834
1.618 4.760
1.000 4.714
0.618 4.686
HIGH 4.640
0.618 4.612
0.500 4.603
0.382 4.594
LOW 4.566
0.618 4.520
1.000 4.492
1.618 4.446
2.618 4.372
4.250 4.252
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 4.619 4.611
PP 4.611 4.595
S1 4.603 4.579

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

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