NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 4.530 4.501 -0.029 -0.6% 4.348
High 4.535 4.575 0.040 0.9% 4.608
Low 4.438 4.483 0.045 1.0% 4.323
Close 4.492 4.569 0.077 1.7% 4.492
Range 0.097 0.092 -0.005 -5.2% 0.285
ATR 0.111 0.110 -0.001 -1.2% 0.000
Volume 23,727 20,235 -3,492 -14.7% 66,387
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.818 4.786 4.620
R3 4.726 4.694 4.594
R2 4.634 4.634 4.586
R1 4.602 4.602 4.577 4.618
PP 4.542 4.542 4.542 4.551
S1 4.510 4.510 4.561 4.526
S2 4.450 4.450 4.552
S3 4.358 4.418 4.544
S4 4.266 4.326 4.518
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5.329 5.196 4.649
R3 5.044 4.911 4.570
R2 4.759 4.759 4.544
R1 4.626 4.626 4.518 4.693
PP 4.474 4.474 4.474 4.508
S1 4.341 4.341 4.466 4.408
S2 4.189 4.189 4.440
S3 3.904 4.056 4.414
S4 3.619 3.771 4.335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.608 4.323 0.285 6.2% 0.117 2.6% 86% False False 17,324
10 4.608 4.308 0.300 6.6% 0.111 2.4% 87% False False 16,244
20 4.811 4.264 0.547 12.0% 0.110 2.4% 56% False False 14,688
40 4.845 4.264 0.581 12.7% 0.102 2.2% 52% False False 12,506
60 4.845 4.264 0.581 12.7% 0.101 2.2% 52% False False 10,206
80 4.845 4.264 0.581 12.7% 0.109 2.4% 52% False False 9,000
100 4.845 3.923 0.922 20.2% 0.108 2.4% 70% False False 7,964
120 4.845 3.923 0.922 20.2% 0.100 2.2% 70% False False 7,016
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.966
2.618 4.816
1.618 4.724
1.000 4.667
0.618 4.632
HIGH 4.575
0.618 4.540
0.500 4.529
0.382 4.518
LOW 4.483
0.618 4.426
1.000 4.391
1.618 4.334
2.618 4.242
4.250 4.092
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 4.556 4.554
PP 4.542 4.538
S1 4.529 4.523

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

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