NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 4.657 4.668 0.011 0.2% 4.495
High 4.690 4.700 0.010 0.2% 4.690
Low 4.633 4.598 -0.035 -0.8% 4.482
Close 4.666 4.611 -0.055 -1.2% 4.666
Range 0.057 0.102 0.045 78.9% 0.208
ATR 0.101 0.101 0.000 0.1% 0.000
Volume 30,057 23,712 -6,345 -21.1% 117,821
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.942 4.879 4.667
R3 4.840 4.777 4.639
R2 4.738 4.738 4.630
R1 4.675 4.675 4.620 4.656
PP 4.636 4.636 4.636 4.627
S1 4.573 4.573 4.602 4.554
S2 4.534 4.534 4.592
S3 4.432 4.471 4.583
S4 4.330 4.369 4.555
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.237 5.159 4.780
R3 5.029 4.951 4.723
R2 4.821 4.821 4.704
R1 4.743 4.743 4.685 4.782
PP 4.613 4.613 4.613 4.632
S1 4.535 4.535 4.647 4.574
S2 4.405 4.405 4.628
S3 4.197 4.327 4.609
S4 3.989 4.119 4.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.700 4.539 0.161 3.5% 0.083 1.8% 45% True False 23,044
10 4.700 4.328 0.372 8.1% 0.098 2.1% 76% True False 22,710
20 4.700 4.285 0.415 9.0% 0.104 2.2% 79% True False 22,373
40 4.850 4.285 0.565 12.3% 0.103 2.2% 58% False False 18,911
60 4.850 4.285 0.565 12.3% 0.101 2.2% 58% False False 17,215
80 4.856 4.285 0.571 12.4% 0.111 2.4% 57% False False 17,804
100 4.856 4.060 0.796 17.3% 0.113 2.5% 69% False False 17,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.134
2.618 4.967
1.618 4.865
1.000 4.802
0.618 4.763
HIGH 4.700
0.618 4.661
0.500 4.649
0.382 4.637
LOW 4.598
0.618 4.535
1.000 4.496
1.618 4.433
2.618 4.331
4.250 4.165
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 4.649 4.622
PP 4.636 4.618
S1 4.624 4.615

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

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