NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 4.753 4.758 0.005 0.1% 4.703
High 4.794 4.893 0.099 2.1% 4.794
Low 4.725 4.682 -0.043 -0.9% 4.501
Close 4.748 4.718 -0.030 -0.6% 4.748
Range 0.069 0.211 0.142 205.8% 0.293
ATR 0.113 0.120 0.007 6.2% 0.000
Volume 69,366 51,732 -17,634 -25.4% 366,560
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.397 5.269 4.834
R3 5.186 5.058 4.776
R2 4.975 4.975 4.757
R1 4.847 4.847 4.737 4.806
PP 4.764 4.764 4.764 4.744
S1 4.636 4.636 4.699 4.595
S2 4.553 4.553 4.679
S3 4.342 4.425 4.660
S4 4.131 4.214 4.602
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 4.893 4.501 0.392 8.3% 0.142 3.0% 55% True False 72,031
10 4.893 4.501 0.392 8.3% 0.115 2.4% 55% True False 52,022
20 4.893 4.339 0.554 11.7% 0.116 2.5% 68% True False 36,781
40 4.893 4.296 0.597 12.7% 0.112 2.4% 71% True False 24,712
60 4.893 4.296 0.597 12.7% 0.111 2.4% 71% True False 19,297
80 4.893 4.296 0.597 12.7% 0.115 2.4% 71% True False 16,067
100 4.893 4.253 0.640 13.6% 0.115 2.4% 73% True False 13,981
120 4.893 3.921 0.972 20.6% 0.109 2.3% 82% True False 11,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.790
2.618 5.445
1.618 5.234
1.000 5.104
0.618 5.023
HIGH 4.893
0.618 4.812
0.500 4.788
0.382 4.763
LOW 4.682
0.618 4.552
1.000 4.471
1.618 4.341
2.618 4.130
4.250 3.785
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 4.788 4.714
PP 4.764 4.710
S1 4.741 4.706

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

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