NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 4.628 4.688 0.060 1.3% 4.530
High 4.708 4.727 0.019 0.4% 4.727
Low 4.575 4.669 0.094 2.1% 4.510
Close 4.686 4.700 0.014 0.3% 4.700
Range 0.133 0.058 -0.075 -56.4% 0.217
ATR 0.110 0.107 -0.004 -3.4% 0.000
Volume 20,512 38,484 17,972 87.6% 128,110
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.873 4.844 4.732
R3 4.815 4.786 4.716
R2 4.757 4.757 4.711
R1 4.728 4.728 4.705 4.743
PP 4.699 4.699 4.699 4.706
S1 4.670 4.670 4.695 4.685
S2 4.641 4.641 4.689
S3 4.583 4.612 4.684
S4 4.525 4.554 4.668
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.297 5.215 4.819
R3 5.080 4.998 4.760
R2 4.863 4.863 4.740
R1 4.781 4.781 4.720 4.822
PP 4.646 4.646 4.646 4.666
S1 4.564 4.564 4.680 4.605
S2 4.429 4.429 4.660
S3 4.212 4.347 4.640
S4 3.995 4.130 4.581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.727 4.510 0.217 4.6% 0.086 1.8% 88% True False 25,622
10 4.727 4.348 0.379 8.1% 0.099 2.1% 93% True False 25,293
20 4.727 4.296 0.431 9.2% 0.109 2.3% 94% True False 20,819
40 4.870 4.296 0.574 12.2% 0.109 2.3% 70% False False 15,957
60 4.870 4.296 0.574 12.2% 0.105 2.2% 70% False False 12,969
80 4.891 4.296 0.595 12.7% 0.113 2.4% 68% False False 11,327
100 4.891 4.061 0.830 17.7% 0.112 2.4% 77% False False 9,938
120 4.891 3.921 0.970 20.6% 0.105 2.2% 80% False False 8,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 4.974
2.618 4.879
1.618 4.821
1.000 4.785
0.618 4.763
HIGH 4.727
0.618 4.705
0.500 4.698
0.382 4.691
LOW 4.669
0.618 4.633
1.000 4.611
1.618 4.575
2.618 4.517
4.250 4.423
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 4.699 4.682
PP 4.699 4.664
S1 4.698 4.647

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

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