NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 4.576 4.597 0.021 0.5% 4.348
High 4.613 4.675 0.062 1.3% 4.608
Low 4.544 4.548 0.004 0.1% 4.323
Close 4.602 4.657 0.055 1.2% 4.492
Range 0.069 0.127 0.058 84.1% 0.285
ATR 0.104 0.106 0.002 1.6% 0.000
Volume 17,253 15,207 -2,046 -11.9% 66,387
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.008 4.959 4.727
R3 4.881 4.832 4.692
R2 4.754 4.754 4.680
R1 4.705 4.705 4.669 4.730
PP 4.627 4.627 4.627 4.639
S1 4.578 4.578 4.645 4.603
S2 4.500 4.500 4.634
S3 4.373 4.451 4.622
S4 4.246 4.324 4.587
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 4.675 4.438 0.237 5.1% 0.091 2.0% 92% True False 18,721
10 4.675 4.308 0.367 7.9% 0.104 2.2% 95% True False 17,733
20 4.733 4.264 0.469 10.1% 0.109 2.3% 84% False False 15,681
40 4.845 4.264 0.581 12.5% 0.104 2.2% 68% False False 13,162
60 4.845 4.264 0.581 12.5% 0.100 2.2% 68% False False 10,765
80 4.845 4.264 0.581 12.5% 0.109 2.3% 68% False False 9,412
100 4.845 3.998 0.847 18.2% 0.107 2.3% 78% False False 8,394
120 4.845 3.923 0.922 19.8% 0.101 2.2% 80% False False 7,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.215
2.618 5.007
1.618 4.880
1.000 4.802
0.618 4.753
HIGH 4.675
0.618 4.626
0.500 4.612
0.382 4.597
LOW 4.548
0.618 4.470
1.000 4.421
1.618 4.343
2.618 4.216
4.250 4.008
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 4.642 4.641
PP 4.627 4.625
S1 4.612 4.610

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

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