NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 4.529 4.753 0.224 4.9% 4.703
High 4.770 4.794 0.024 0.5% 4.794
Low 4.519 4.725 0.206 4.6% 4.501
Close 4.763 4.748 -0.015 -0.3% 4.748
Range 0.251 0.069 -0.182 -72.5% 0.293
ATR 0.116 0.113 -0.003 -2.9% 0.000
Volume 109,000 69,366 -39,634 -36.4% 366,560
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.963 4.924 4.786
R3 4.894 4.855 4.767
R2 4.825 4.825 4.761
R1 4.786 4.786 4.754 4.771
PP 4.756 4.756 4.756 4.748
S1 4.717 4.717 4.742 4.702
S2 4.687 4.687 4.735
S3 4.618 4.648 4.729
S4 4.549 4.579 4.710
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.560 5.447 4.909
R3 5.267 5.154 4.829
R2 4.974 4.974 4.802
R1 4.861 4.861 4.775 4.918
PP 4.681 4.681 4.681 4.709
S1 4.568 4.568 4.721 4.625
S2 4.388 4.388 4.694
S3 4.095 4.275 4.667
S4 3.802 3.982 4.587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.794 4.501 0.293 6.2% 0.122 2.6% 84% True False 73,312
10 4.794 4.501 0.293 6.2% 0.104 2.2% 84% True False 49,467
20 4.794 4.339 0.455 9.6% 0.108 2.3% 90% True False 35,057
40 4.870 4.296 0.574 12.1% 0.112 2.4% 79% False False 23,588
60 4.870 4.296 0.574 12.1% 0.109 2.3% 79% False False 18,508
80 4.891 4.296 0.595 12.5% 0.114 2.4% 76% False False 15,527
100 4.891 4.247 0.644 13.6% 0.114 2.4% 78% False False 13,473
120 4.891 3.921 0.970 20.4% 0.108 2.3% 85% False False 11,552
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 5.087
2.618 4.975
1.618 4.906
1.000 4.863
0.618 4.837
HIGH 4.794
0.618 4.768
0.500 4.760
0.382 4.751
LOW 4.725
0.618 4.682
1.000 4.656
1.618 4.613
2.618 4.544
4.250 4.432
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 4.760 4.715
PP 4.756 4.681
S1 4.752 4.648

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

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