NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 4.542 4.570 0.028 0.6% 4.758
High 4.606 4.608 0.002 0.0% 4.893
Low 4.532 4.405 -0.127 -2.8% 4.538
Close 4.569 4.441 -0.128 -2.8% 4.552
Range 0.074 0.203 0.129 174.3% 0.355
ATR 0.115 0.121 0.006 5.5% 0.000
Volume 76,281 139,009 62,728 82.2% 275,866
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.094 4.970 4.553
R3 4.891 4.767 4.497
R2 4.688 4.688 4.478
R1 4.564 4.564 4.460 4.525
PP 4.485 4.485 4.485 4.465
S1 4.361 4.361 4.422 4.322
S2 4.282 4.282 4.404
S3 4.079 4.158 4.385
S4 3.876 3.955 4.329
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.726 5.494 4.747
R3 5.371 5.139 4.650
R2 5.016 5.016 4.617
R1 4.784 4.784 4.585 4.723
PP 4.661 4.661 4.661 4.630
S1 4.429 4.429 4.519 4.368
S2 4.306 4.306 4.487
S3 3.951 4.074 4.454
S4 3.596 3.719 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.633 4.405 0.228 5.1% 0.126 2.8% 16% False True 82,821
10 4.893 4.405 0.488 11.0% 0.124 2.8% 7% False True 70,592
20 4.893 4.405 0.488 11.0% 0.115 2.6% 7% False True 58,179
40 4.893 4.296 0.597 13.4% 0.117 2.6% 24% False False 37,307
60 4.893 4.296 0.597 13.4% 0.112 2.5% 24% False False 28,244
80 4.893 4.296 0.597 13.4% 0.110 2.5% 24% False False 22,653
100 4.893 4.296 0.597 13.4% 0.115 2.6% 24% False False 19,416
120 4.893 3.921 0.972 21.9% 0.113 2.6% 53% False False 16,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.471
2.618 5.139
1.618 4.936
1.000 4.811
0.618 4.733
HIGH 4.608
0.618 4.530
0.500 4.507
0.382 4.483
LOW 4.405
0.618 4.280
1.000 4.202
1.618 4.077
2.618 3.874
4.250 3.542
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 4.507 4.507
PP 4.485 4.485
S1 4.463 4.463

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

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