NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 04-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 04-Jul-2014 Change Change % Previous Week
Open 4.348 4.385 0.037 0.9% 4.399
High 4.399 4.388 -0.011 -0.3% 4.470
Low 4.320 4.327 0.007 0.2% 4.320
Close 4.395 4.353 -0.042 -1.0% 4.353
Range 0.079 0.061 -0.018 -22.8% 0.150
ATR 0.108 0.105 -0.003 -2.7% 0.000
Volume 33,071 33,119 48 0.1% 136,644
Daily Pivots for day following 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.539 4.507 4.387
R3 4.478 4.446 4.370
R2 4.417 4.417 4.364
R1 4.385 4.385 4.359 4.371
PP 4.356 4.356 4.356 4.349
S1 4.324 4.324 4.347 4.310
S2 4.295 4.295 4.342
S3 4.234 4.263 4.336
S4 4.173 4.202 4.319
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.831 4.742 4.436
R3 4.681 4.592 4.394
R2 4.531 4.531 4.381
R1 4.442 4.442 4.367 4.412
PP 4.381 4.381 4.381 4.366
S1 4.292 4.292 4.339 4.262
S2 4.231 4.231 4.326
S3 4.081 4.142 4.312
S4 3.931 3.992 4.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.320 0.150 3.4% 0.089 2.0% 22% False False 27,328
10 4.582 4.320 0.262 6.0% 0.103 2.4% 13% False False 25,033
20 4.874 4.320 0.554 12.7% 0.110 2.5% 6% False False 31,719
40 4.874 4.264 0.610 14.0% 0.106 2.4% 15% False False 24,014
60 4.874 4.264 0.610 14.0% 0.106 2.4% 15% False False 19,503
80 4.874 4.264 0.610 14.0% 0.102 2.3% 15% False False 16,200
100 4.874 4.264 0.610 14.0% 0.108 2.5% 15% False False 14,070
120 4.874 4.096 0.778 17.9% 0.108 2.5% 33% False False 12,446
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.647
2.618 4.548
1.618 4.487
1.000 4.449
0.618 4.426
HIGH 4.388
0.618 4.365
0.500 4.358
0.382 4.350
LOW 4.327
0.618 4.289
1.000 4.266
1.618 4.228
2.618 4.167
4.250 4.068
Fisher Pivots for day following 04-Jul-2014
Pivot 1 day 3 day
R1 4.358 4.380
PP 4.356 4.371
S1 4.355 4.362

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

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