NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 4.551 4.422 -0.129 -2.8% 4.526
High 4.582 4.441 -0.141 -3.1% 4.582
Low 4.388 4.357 -0.031 -0.7% 4.357
Close 4.420 4.389 -0.031 -0.7% 4.389
Range 0.194 0.084 -0.110 -56.7% 0.225
ATR 0.115 0.113 -0.002 -1.9% 0.000
Volume 16,865 29,238 12,373 73.4% 113,691
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.648 4.602 4.435
R3 4.564 4.518 4.412
R2 4.480 4.480 4.404
R1 4.434 4.434 4.397 4.415
PP 4.396 4.396 4.396 4.386
S1 4.350 4.350 4.381 4.331
S2 4.312 4.312 4.374
S3 4.228 4.266 4.366
S4 4.144 4.182 4.343
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.118 4.978 4.513
R3 4.893 4.753 4.451
R2 4.668 4.668 4.430
R1 4.528 4.528 4.410 4.486
PP 4.443 4.443 4.443 4.421
S1 4.303 4.303 4.368 4.261
S2 4.218 4.218 4.348
S3 3.993 4.078 4.327
S4 3.768 3.853 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.582 4.357 0.225 5.1% 0.117 2.7% 14% False True 22,738
10 4.874 4.357 0.517 11.8% 0.118 2.7% 6% False True 23,090
20 4.874 4.357 0.517 11.8% 0.109 2.5% 6% False True 29,561
40 4.874 4.264 0.610 13.9% 0.109 2.5% 20% False False 21,859
60 4.874 4.264 0.610 13.9% 0.105 2.4% 20% False False 17,940
80 4.874 4.264 0.610 13.9% 0.103 2.3% 20% False False 14,834
100 4.874 4.264 0.610 13.9% 0.110 2.5% 20% False False 12,955
120 4.874 3.923 0.951 21.7% 0.108 2.5% 49% False False 11,404
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.798
2.618 4.661
1.618 4.577
1.000 4.525
0.618 4.493
HIGH 4.441
0.618 4.409
0.500 4.399
0.382 4.389
LOW 4.357
0.618 4.305
1.000 4.273
1.618 4.221
2.618 4.137
4.250 4.000
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 4.399 4.470
PP 4.396 4.443
S1 4.392 4.416

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

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