NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 4.703 4.615 -0.088 -1.9% 4.530
High 4.734 4.626 -0.108 -2.3% 4.727
Low 4.622 4.516 -0.106 -2.3% 4.510
Close 4.635 4.523 -0.112 -2.4% 4.700
Range 0.112 0.110 -0.002 -1.8% 0.217
ATR 0.107 0.108 0.001 0.8% 0.000
Volume 58,137 71,013 12,876 22.1% 128,110
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.885 4.814 4.584
R3 4.775 4.704 4.553
R2 4.665 4.665 4.543
R1 4.594 4.594 4.533 4.575
PP 4.555 4.555 4.555 4.545
S1 4.484 4.484 4.513 4.465
S2 4.445 4.445 4.503
S3 4.335 4.374 4.493
S4 4.225 4.264 4.463
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 4.734 4.516 0.218 4.8% 0.097 2.2% 3% False True 42,008
10 4.734 4.471 0.263 5.8% 0.101 2.2% 20% False False 34,540
20 4.734 4.296 0.438 9.7% 0.108 2.4% 52% False False 25,683
40 4.870 4.296 0.574 12.7% 0.109 2.4% 40% False False 18,400
60 4.870 4.296 0.574 12.7% 0.106 2.3% 40% False False 14,813
80 4.891 4.296 0.595 13.2% 0.114 2.5% 38% False False 12,823
100 4.891 4.061 0.830 18.4% 0.113 2.5% 56% False False 11,168
120 4.891 3.921 0.970 21.4% 0.106 2.4% 62% False False 9,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.094
2.618 4.914
1.618 4.804
1.000 4.736
0.618 4.694
HIGH 4.626
0.618 4.584
0.500 4.571
0.382 4.558
LOW 4.516
0.618 4.448
1.000 4.406
1.618 4.338
2.618 4.228
4.250 4.049
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 4.571 4.625
PP 4.555 4.591
S1 4.539 4.557

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

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