NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 4.524 4.495 -0.029 -0.6% 4.352
High 4.527 4.570 0.043 0.9% 4.597
Low 4.431 4.482 0.051 1.2% 4.328
Close 4.487 4.563 0.076 1.7% 4.487
Range 0.096 0.088 -0.008 -8.3% 0.269
ATR 0.111 0.109 -0.002 -1.5% 0.000
Volume 31,022 26,311 -4,711 -15.2% 85,569
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.802 4.771 4.611
R3 4.714 4.683 4.587
R2 4.626 4.626 4.579
R1 4.595 4.595 4.571 4.611
PP 4.538 4.538 4.538 4.546
S1 4.507 4.507 4.555 4.523
S2 4.450 4.450 4.547
S3 4.362 4.419 4.539
S4 4.274 4.331 4.515
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5.278 5.151 4.635
R3 5.009 4.882 4.561
R2 4.740 4.740 4.536
R1 4.613 4.613 4.512 4.677
PP 4.471 4.471 4.471 4.502
S1 4.344 4.344 4.462 4.408
S2 4.202 4.202 4.438
S3 3.933 4.075 4.413
S4 3.664 3.806 4.339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.597 4.328 0.269 5.9% 0.114 2.5% 87% False False 22,376
10 4.597 4.312 0.285 6.2% 0.109 2.4% 88% False False 20,858
20 4.816 4.285 0.531 11.6% 0.112 2.5% 52% False False 21,197
40 4.850 4.285 0.565 12.4% 0.103 2.3% 49% False False 17,835
60 4.850 4.285 0.565 12.4% 0.103 2.3% 49% False False 16,483
80 4.856 4.285 0.571 12.5% 0.113 2.5% 49% False False 17,453
100 4.856 3.926 0.930 20.4% 0.115 2.5% 68% False False 17,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.944
2.618 4.800
1.618 4.712
1.000 4.658
0.618 4.624
HIGH 4.570
0.618 4.536
0.500 4.526
0.382 4.516
LOW 4.482
0.618 4.428
1.000 4.394
1.618 4.340
2.618 4.252
4.250 4.108
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 4.551 4.547
PP 4.538 4.530
S1 4.526 4.514

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

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