NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 4.579 4.591 0.012 0.3% 4.352
High 4.607 4.663 0.056 1.2% 4.597
Low 4.539 4.544 0.005 0.1% 4.328
Close 4.596 4.645 0.049 1.1% 4.487
Range 0.068 0.119 0.051 75.0% 0.269
ATR 0.103 0.105 0.001 1.1% 0.000
Volume 18,428 20,903 2,475 13.4% 85,569
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.974 4.929 4.710
R3 4.855 4.810 4.678
R2 4.736 4.736 4.667
R1 4.691 4.691 4.656 4.714
PP 4.617 4.617 4.617 4.629
S1 4.572 4.572 4.634 4.595
S2 4.498 4.498 4.623
S3 4.379 4.453 4.612
S4 4.260 4.334 4.580
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 4.663 4.431 0.232 5.0% 0.088 1.9% 92% True False 23,757
10 4.663 4.312 0.351 7.6% 0.102 2.2% 95% True False 22,338
20 4.740 4.285 0.455 9.8% 0.109 2.4% 79% False False 22,164
40 4.850 4.285 0.565 12.2% 0.105 2.3% 64% False False 18,421
60 4.850 4.285 0.565 12.2% 0.102 2.2% 64% False False 16,873
80 4.856 4.285 0.571 12.3% 0.112 2.4% 63% False False 17,472
100 4.856 4.000 0.856 18.4% 0.113 2.4% 75% False False 17,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.169
2.618 4.975
1.618 4.856
1.000 4.782
0.618 4.737
HIGH 4.663
0.618 4.618
0.500 4.604
0.382 4.589
LOW 4.544
0.618 4.470
1.000 4.425
1.618 4.351
2.618 4.232
4.250 4.038
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 4.631 4.630
PP 4.617 4.616
S1 4.604 4.601

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

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