NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 4.597 4.670 0.073 1.6% 4.501
High 4.675 4.701 0.026 0.6% 4.701
Low 4.548 4.645 0.097 2.1% 4.483
Close 4.657 4.676 0.019 0.4% 4.676
Range 0.127 0.056 -0.071 -55.9% 0.218
ATR 0.106 0.102 -0.004 -3.4% 0.000
Volume 15,207 23,601 8,394 55.2% 93,482
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.842 4.815 4.707
R3 4.786 4.759 4.691
R2 4.730 4.730 4.686
R1 4.703 4.703 4.681 4.717
PP 4.674 4.674 4.674 4.681
S1 4.647 4.647 4.671 4.661
S2 4.618 4.618 4.666
S3 4.562 4.591 4.661
S4 4.506 4.535 4.645
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.274 5.193 4.796
R3 5.056 4.975 4.736
R2 4.838 4.838 4.716
R1 4.757 4.757 4.696 4.798
PP 4.620 4.620 4.620 4.640
S1 4.539 4.539 4.656 4.580
S2 4.402 4.402 4.636
S3 4.184 4.321 4.616
S4 3.966 4.103 4.556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.701 4.483 0.218 4.7% 0.083 1.8% 89% True False 18,696
10 4.701 4.321 0.380 8.1% 0.095 2.0% 93% True False 18,513
20 4.701 4.264 0.437 9.3% 0.103 2.2% 94% True False 16,308
40 4.845 4.264 0.581 12.4% 0.103 2.2% 71% False False 13,394
60 4.845 4.264 0.581 12.4% 0.099 2.1% 71% False False 11,026
80 4.845 4.264 0.581 12.4% 0.108 2.3% 71% False False 9,658
100 4.845 4.096 0.749 16.0% 0.107 2.3% 77% False False 8,591
120 4.845 3.923 0.922 19.7% 0.101 2.2% 82% False False 7,458
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.848
1.618 4.792
1.000 4.757
0.618 4.736
HIGH 4.701
0.618 4.680
0.500 4.673
0.382 4.666
LOW 4.645
0.618 4.610
1.000 4.589
1.618 4.554
2.618 4.498
4.250 4.407
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 4.675 4.658
PP 4.674 4.640
S1 4.673 4.623

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

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