NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 4.780 4.706 -0.074 -1.5% 4.681
High 4.874 4.733 -0.141 -2.9% 4.776
Low 4.667 4.674 0.007 0.1% 4.489
Close 4.705 4.706 0.001 0.0% 4.734
Range 0.207 0.059 -0.148 -71.5% 0.287
ATR 0.115 0.111 -0.004 -3.5% 0.000
Volume 30,389 21,719 -8,670 -28.5% 266,847
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.881 4.853 4.738
R3 4.822 4.794 4.722
R2 4.763 4.763 4.717
R1 4.735 4.735 4.711 4.736
PP 4.704 4.704 4.704 4.705
S1 4.676 4.676 4.701 4.677
S2 4.645 4.645 4.695
S3 4.586 4.617 4.690
S4 4.527 4.558 4.674
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.527 5.418 4.892
R3 5.240 5.131 4.813
R2 4.953 4.953 4.787
R1 4.844 4.844 4.760 4.899
PP 4.666 4.666 4.666 4.694
S1 4.557 4.557 4.708 4.612
S2 4.379 4.379 4.681
S3 4.092 4.270 4.655
S4 3.805 3.983 4.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.874 4.489 0.385 8.2% 0.128 2.7% 56% False False 44,675
10 4.874 4.489 0.385 8.2% 0.110 2.3% 56% False False 37,501
20 4.874 4.308 0.566 12.0% 0.108 2.3% 70% False False 27,417
40 4.874 4.264 0.610 13.0% 0.105 2.2% 72% False False 18,906
60 4.874 4.264 0.610 13.0% 0.105 2.2% 72% False False 15,721
80 4.874 4.264 0.610 13.0% 0.107 2.3% 72% False False 13,225
100 4.874 4.245 0.629 13.4% 0.110 2.3% 73% False False 11,552
120 4.874 3.923 0.951 20.2% 0.105 2.2% 82% False False 9,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.984
2.618 4.887
1.618 4.828
1.000 4.792
0.618 4.769
HIGH 4.733
0.618 4.710
0.500 4.704
0.382 4.697
LOW 4.674
0.618 4.638
1.000 4.615
1.618 4.579
2.618 4.520
4.250 4.423
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 4.705 4.771
PP 4.704 4.749
S1 4.704 4.728

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

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