NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 4.571 4.576 0.005 0.1% 4.348
High 4.620 4.613 -0.007 -0.2% 4.608
Low 4.550 4.544 -0.006 -0.1% 4.323
Close 4.589 4.602 0.013 0.3% 4.492
Range 0.070 0.069 -0.001 -1.4% 0.285
ATR 0.107 0.104 -0.003 -2.5% 0.000
Volume 17,186 17,253 67 0.4% 66,387
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.793 4.767 4.640
R3 4.724 4.698 4.621
R2 4.655 4.655 4.615
R1 4.629 4.629 4.608 4.642
PP 4.586 4.586 4.586 4.593
S1 4.560 4.560 4.596 4.573
S2 4.517 4.517 4.589
S3 4.448 4.491 4.583
S4 4.379 4.422 4.564
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 4.620 4.438 0.182 4.0% 0.092 2.0% 90% False False 18,989
10 4.620 4.308 0.312 6.8% 0.101 2.2% 94% False False 17,856
20 4.811 4.264 0.547 11.9% 0.108 2.4% 62% False False 15,737
40 4.845 4.264 0.581 12.6% 0.102 2.2% 58% False False 13,093
60 4.845 4.264 0.581 12.6% 0.100 2.2% 58% False False 10,617
80 4.845 4.264 0.581 12.6% 0.109 2.4% 58% False False 9,315
100 4.845 3.923 0.922 20.0% 0.107 2.3% 74% False False 8,269
120 4.845 3.923 0.922 20.0% 0.100 2.2% 74% False False 7,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.906
2.618 4.794
1.618 4.725
1.000 4.682
0.618 4.656
HIGH 4.613
0.618 4.587
0.500 4.579
0.382 4.570
LOW 4.544
0.618 4.501
1.000 4.475
1.618 4.432
2.618 4.363
4.250 4.251
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 4.594 4.585
PP 4.586 4.568
S1 4.579 4.552

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

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