NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 4.600 4.628 0.028 0.6% 4.388
High 4.640 4.708 0.068 1.5% 4.642
Low 4.566 4.575 0.009 0.2% 4.353
Close 4.627 4.686 0.059 1.3% 4.524
Range 0.074 0.133 0.059 79.7% 0.289
ATR 0.109 0.110 0.002 1.6% 0.000
Volume 21,896 20,512 -1,384 -6.3% 98,268
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.055 5.004 4.759
R3 4.922 4.871 4.723
R2 4.789 4.789 4.710
R1 4.738 4.738 4.698 4.764
PP 4.656 4.656 4.656 4.669
S1 4.605 4.605 4.674 4.631
S2 4.523 4.523 4.662
S3 4.390 4.472 4.649
S4 4.257 4.339 4.613
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 4.708 4.471 0.237 5.1% 0.094 2.0% 91% True False 24,398
10 4.708 4.339 0.369 7.9% 0.109 2.3% 94% True False 23,242
20 4.759 4.296 0.463 9.9% 0.115 2.5% 84% False False 19,552
40 4.870 4.296 0.574 12.2% 0.110 2.3% 68% False False 15,260
60 4.870 4.296 0.574 12.2% 0.107 2.3% 68% False False 12,407
80 4.891 4.296 0.595 12.7% 0.114 2.4% 66% False False 10,888
100 4.891 4.030 0.861 18.4% 0.112 2.4% 76% False False 9,578
120 4.891 3.921 0.970 20.7% 0.106 2.3% 79% False False 8,298
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 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.273
2.618 5.056
1.618 4.923
1.000 4.841
0.618 4.790
HIGH 4.708
0.618 4.657
0.500 4.642
0.382 4.626
LOW 4.575
0.618 4.493
1.000 4.442
1.618 4.360
2.618 4.227
4.250 4.010
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 4.671 4.670
PP 4.656 4.653
S1 4.642 4.637

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

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