NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 4.705 4.645 -0.060 -1.3% 4.681
High 4.764 4.695 -0.069 -1.4% 4.776
Low 4.644 4.570 -0.074 -1.6% 4.489
Close 4.658 4.588 -0.070 -1.5% 4.734
Range 0.120 0.125 0.005 4.2% 0.287
ATR 0.112 0.113 0.001 0.8% 0.000
Volume 16,387 17,083 696 4.2% 266,847
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.993 4.915 4.657
R3 4.868 4.790 4.622
R2 4.743 4.743 4.611
R1 4.665 4.665 4.599 4.642
PP 4.618 4.618 4.618 4.606
S1 4.540 4.540 4.577 4.517
S2 4.493 4.493 4.565
S3 4.368 4.415 4.554
S4 4.243 4.290 4.519
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 4.570 0.304 6.6% 0.116 2.5% 6% False True 29,740
10 4.874 4.489 0.385 8.4% 0.115 2.5% 26% False False 37,602
20 4.874 4.308 0.566 12.3% 0.109 2.4% 49% False False 27,668
40 4.874 4.264 0.610 13.3% 0.108 2.4% 53% False False 19,417
60 4.874 4.264 0.610 13.3% 0.106 2.3% 53% False False 16,150
80 4.874 4.264 0.610 13.3% 0.104 2.3% 53% False False 13,463
100 4.874 4.250 0.624 13.6% 0.110 2.4% 54% False False 11,764
120 4.874 3.923 0.951 20.7% 0.106 2.3% 70% False False 10,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.226
2.618 5.022
1.618 4.897
1.000 4.820
0.618 4.772
HIGH 4.695
0.618 4.647
0.500 4.633
0.382 4.618
LOW 4.570
0.618 4.493
1.000 4.445
1.618 4.368
2.618 4.243
4.250 4.039
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 4.633 4.667
PP 4.618 4.641
S1 4.603 4.614

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

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