NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 4.495 4.564 0.069 1.5% 4.352
High 4.570 4.613 0.043 0.9% 4.597
Low 4.482 4.546 0.064 1.4% 4.328
Close 4.563 4.583 0.020 0.4% 4.487
Range 0.088 0.067 -0.021 -23.9% 0.269
ATR 0.109 0.106 -0.003 -2.8% 0.000
Volume 26,311 22,122 -4,189 -15.9% 85,569
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.782 4.749 4.620
R3 4.715 4.682 4.601
R2 4.648 4.648 4.595
R1 4.615 4.615 4.589 4.632
PP 4.581 4.581 4.581 4.589
S1 4.548 4.548 4.577 4.565
S2 4.514 4.514 4.571
S3 4.447 4.481 4.565
S4 4.380 4.414 4.546
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 4.613 4.431 0.182 4.0% 0.101 2.2% 84% True False 24,819
10 4.613 4.312 0.301 6.6% 0.105 2.3% 90% True False 22,097
20 4.816 4.285 0.531 11.6% 0.110 2.4% 56% False False 21,507
40 4.850 4.285 0.565 12.3% 0.103 2.3% 53% False False 18,041
60 4.850 4.285 0.565 12.3% 0.103 2.2% 53% False False 16,627
80 4.856 4.285 0.571 12.5% 0.113 2.5% 52% False False 17,458
100 4.856 3.926 0.930 20.3% 0.114 2.5% 71% False False 17,333
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 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.788
1.618 4.721
1.000 4.680
0.618 4.654
HIGH 4.613
0.618 4.587
0.500 4.580
0.382 4.572
LOW 4.546
0.618 4.505
1.000 4.479
1.618 4.438
2.618 4.371
4.250 4.261
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 4.582 4.563
PP 4.581 4.542
S1 4.580 4.522

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

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