NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 4.422 4.399 -0.023 -0.5% 4.526
High 4.441 4.470 0.029 0.7% 4.582
Low 4.357 4.360 0.003 0.1% 4.357
Close 4.389 4.440 0.051 1.2% 4.389
Range 0.084 0.110 0.026 31.0% 0.225
ATR 0.113 0.113 0.000 -0.2% 0.000
Volume 29,238 22,610 -6,628 -22.7% 113,691
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.753 4.707 4.501
R3 4.643 4.597 4.470
R2 4.533 4.533 4.460
R1 4.487 4.487 4.450 4.510
PP 4.423 4.423 4.423 4.435
S1 4.377 4.377 4.430 4.400
S2 4.313 4.313 4.420
S3 4.203 4.267 4.410
S4 4.093 4.157 4.380
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% 0.114 2.6% 37% False False 23,067
10 4.764 4.357 0.407 9.2% 0.108 2.4% 20% False False 22,312
20 4.874 4.357 0.517 11.6% 0.110 2.5% 16% False False 29,680
40 4.874 4.264 0.610 13.7% 0.110 2.5% 29% False False 22,184
60 4.874 4.264 0.610 13.7% 0.104 2.4% 29% False False 18,231
80 4.874 4.264 0.610 13.7% 0.103 2.3% 29% False False 15,074
100 4.874 4.264 0.610 13.7% 0.109 2.5% 29% False False 13,136
120 4.874 3.923 0.951 21.4% 0.108 2.4% 54% False False 11,583
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.938
2.618 4.758
1.618 4.648
1.000 4.580
0.618 4.538
HIGH 4.470
0.618 4.428
0.500 4.415
0.382 4.402
LOW 4.360
0.618 4.292
1.000 4.250
1.618 4.182
2.618 4.072
4.250 3.893
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 4.432 4.470
PP 4.423 4.460
S1 4.415 4.450

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

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