NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 4.564 4.579 0.015 0.3% 4.352
High 4.613 4.607 -0.006 -0.1% 4.597
Low 4.546 4.539 -0.007 -0.2% 4.328
Close 4.583 4.596 0.013 0.3% 4.487
Range 0.067 0.068 0.001 1.5% 0.269
ATR 0.106 0.103 -0.003 -2.6% 0.000
Volume 22,122 18,428 -3,694 -16.7% 85,569
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.785 4.758 4.633
R3 4.717 4.690 4.615
R2 4.649 4.649 4.608
R1 4.622 4.622 4.602 4.636
PP 4.581 4.581 4.581 4.587
S1 4.554 4.554 4.590 4.568
S2 4.513 4.513 4.584
S3 4.445 4.486 4.577
S4 4.377 4.418 4.559
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% 0.090 2.0% 91% False False 24,157
10 4.613 4.312 0.301 6.5% 0.100 2.2% 94% False False 22,522
20 4.816 4.285 0.531 11.6% 0.109 2.4% 59% False False 21,990
40 4.850 4.285 0.565 12.3% 0.104 2.3% 55% False False 18,302
60 4.850 4.285 0.565 12.3% 0.102 2.2% 55% False False 16,716
80 4.856 4.285 0.571 12.4% 0.112 2.4% 54% False False 17,453
100 4.856 3.926 0.930 20.2% 0.113 2.5% 72% False False 17,424
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.896
2.618 4.785
1.618 4.717
1.000 4.675
0.618 4.649
HIGH 4.607
0.618 4.581
0.500 4.573
0.382 4.565
LOW 4.539
0.618 4.497
1.000 4.471
1.618 4.429
2.618 4.361
4.250 4.250
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 4.588 4.580
PP 4.581 4.564
S1 4.573 4.548

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

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