NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 4.706 4.705 -0.001 0.0% 4.681
High 4.733 4.764 0.031 0.7% 4.776
Low 4.674 4.644 -0.030 -0.6% 4.489
Close 4.706 4.658 -0.048 -1.0% 4.734
Range 0.059 0.120 0.061 103.4% 0.287
ATR 0.111 0.112 0.001 0.5% 0.000
Volume 21,719 16,387 -5,332 -24.5% 266,847
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.049 4.973 4.724
R3 4.929 4.853 4.691
R2 4.809 4.809 4.680
R1 4.733 4.733 4.669 4.711
PP 4.689 4.689 4.689 4.678
S1 4.613 4.613 4.647 4.591
S2 4.569 4.569 4.636
S3 4.449 4.493 4.625
S4 4.329 4.373 4.592
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 4.507 0.367 7.9% 0.139 3.0% 41% False False 35,821
10 4.874 4.489 0.385 8.3% 0.115 2.5% 44% False False 37,415
20 4.874 4.308 0.566 12.2% 0.108 2.3% 62% False False 27,635
40 4.874 4.264 0.610 13.1% 0.106 2.3% 65% False False 19,158
60 4.874 4.264 0.610 13.1% 0.106 2.3% 65% False False 15,936
80 4.874 4.264 0.610 13.1% 0.105 2.2% 65% False False 13,356
100 4.874 4.245 0.629 13.5% 0.111 2.4% 66% False False 11,683
120 4.874 3.923 0.951 20.4% 0.105 2.3% 77% False False 10,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.274
2.618 5.078
1.618 4.958
1.000 4.884
0.618 4.838
HIGH 4.764
0.618 4.718
0.500 4.704
0.382 4.690
LOW 4.644
0.618 4.570
1.000 4.524
1.618 4.450
2.618 4.330
4.250 4.134
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 4.704 4.759
PP 4.689 4.725
S1 4.673 4.692

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

View Archives - Comment on this page... - Back to Index of Symbols