NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 4.223 4.190 -0.033 -0.8% 4.399
High 4.229 4.226 -0.003 -0.1% 4.470
Low 4.128 4.158 0.030 0.7% 4.320
Close 4.194 4.166 -0.028 -0.7% 4.353
Range 0.101 0.068 -0.033 -32.7% 0.150
ATR 0.109 0.106 -0.003 -2.7% 0.000
Volume 60,492 46,352 -14,140 -23.4% 136,644
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.387 4.345 4.203
R3 4.319 4.277 4.185
R2 4.251 4.251 4.178
R1 4.209 4.209 4.172 4.196
PP 4.183 4.183 4.183 4.177
S1 4.141 4.141 4.160 4.128
S2 4.115 4.115 4.154
S3 4.047 4.073 4.147
S4 3.979 4.005 4.129
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 4.399 4.128 0.271 6.5% 0.091 2.2% 14% False False 42,861
10 4.582 4.128 0.454 10.9% 0.104 2.5% 8% False False 33,086
20 4.874 4.128 0.746 17.9% 0.113 2.7% 5% False False 31,314
40 4.874 4.128 0.746 17.9% 0.107 2.6% 5% False False 26,485
60 4.874 4.128 0.746 17.9% 0.106 2.5% 5% False False 20,947
80 4.874 4.128 0.746 17.9% 0.103 2.5% 5% False False 17,782
100 4.874 4.128 0.746 17.9% 0.108 2.6% 5% False False 15,411
120 4.874 4.096 0.778 18.7% 0.109 2.6% 9% False False 13,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.404
1.618 4.336
1.000 4.294
0.618 4.268
HIGH 4.226
0.618 4.200
0.500 4.192
0.382 4.184
LOW 4.158
0.618 4.116
1.000 4.090
1.618 4.048
2.618 3.980
4.250 3.869
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 4.192 4.234
PP 4.183 4.211
S1 4.175 4.189

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

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