NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 4.721 4.665 -0.056 -1.2% 4.703
High 4.784 4.716 -0.068 -1.4% 4.794
Low 4.661 4.578 -0.083 -1.8% 4.501
Close 4.675 4.603 -0.072 -1.5% 4.748
Range 0.123 0.138 0.015 12.2% 0.293
ATR 0.117 0.118 0.002 1.3% 0.000
Volume 43,085 86,289 43,204 100.3% 366,560
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.046 4.963 4.679
R3 4.908 4.825 4.641
R2 4.770 4.770 4.628
R1 4.687 4.687 4.616 4.660
PP 4.632 4.632 4.632 4.619
S1 4.549 4.549 4.590 4.522
S2 4.494 4.494 4.578
S3 4.356 4.411 4.565
S4 4.218 4.273 4.527
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 4.578 0.315 6.8% 0.121 2.6% 8% False True 58,362
10 4.893 4.501 0.392 8.5% 0.120 2.6% 26% False False 62,749
20 4.893 4.339 0.554 12.0% 0.115 2.5% 48% False False 42,995
40 4.893 4.296 0.597 13.0% 0.115 2.5% 51% False False 28,142
60 4.893 4.296 0.597 13.0% 0.112 2.4% 51% False False 21,870
80 4.893 4.296 0.597 13.0% 0.111 2.4% 51% False False 17,936
100 4.893 4.289 0.604 13.1% 0.115 2.5% 52% False False 15,504
120 4.893 3.921 0.972 21.1% 0.111 2.4% 70% False False 13,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.303
2.618 5.077
1.618 4.939
1.000 4.854
0.618 4.801
HIGH 4.716
0.618 4.663
0.500 4.647
0.382 4.631
LOW 4.578
0.618 4.493
1.000 4.440
1.618 4.355
2.618 4.217
4.250 3.992
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 4.647 4.681
PP 4.632 4.655
S1 4.618 4.629

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

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