NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 4.607 4.516 -0.091 -2.0% 4.501
High 4.607 4.550 -0.057 -1.2% 4.701
Low 4.500 4.489 -0.011 -0.2% 4.483
Close 4.507 4.492 -0.015 -0.3% 4.676
Range 0.107 0.061 -0.046 -43.0% 0.218
ATR 0.103 0.100 -0.003 -2.9% 0.000
Volume 48,995 60,654 11,659 23.8% 93,482
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.693 4.654 4.526
R3 4.632 4.593 4.509
R2 4.571 4.571 4.503
R1 4.532 4.532 4.498 4.521
PP 4.510 4.510 4.510 4.505
S1 4.471 4.471 4.486 4.460
S2 4.449 4.449 4.481
S3 4.388 4.410 4.475
S4 4.327 4.349 4.458
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 4.708 4.489 0.219 4.9% 0.091 2.0% 1% False True 39,008
10 4.708 4.438 0.270 6.0% 0.091 2.0% 20% False False 28,999
20 4.708 4.264 0.444 9.9% 0.101 2.2% 51% False False 21,657
40 4.845 4.264 0.581 12.9% 0.102 2.3% 39% False False 15,764
60 4.845 4.264 0.581 12.9% 0.099 2.2% 39% False False 13,272
80 4.845 4.264 0.581 12.9% 0.107 2.4% 39% False False 11,436
100 4.845 4.096 0.749 16.7% 0.108 2.4% 53% False False 10,009
120 4.845 3.923 0.922 20.5% 0.102 2.3% 62% False False 8,704
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.809
2.618 4.710
1.618 4.649
1.000 4.611
0.618 4.588
HIGH 4.550
0.618 4.527
0.500 4.520
0.382 4.512
LOW 4.489
0.618 4.451
1.000 4.428
1.618 4.390
2.618 4.329
4.250 4.230
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 4.520 4.599
PP 4.510 4.563
S1 4.501 4.528

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

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