NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 4.592 4.516 -0.076 -1.7% 4.495
High 4.603 4.549 -0.054 -1.2% 4.690
Low 4.499 4.493 -0.006 -0.1% 4.482
Close 4.508 4.495 -0.013 -0.3% 4.666
Range 0.104 0.056 -0.048 -46.2% 0.208
ATR 0.102 0.099 -0.003 -3.2% 0.000
Volume 29,693 31,438 1,745 5.9% 117,821
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.680 4.644 4.526
R3 4.624 4.588 4.510
R2 4.568 4.568 4.505
R1 4.532 4.532 4.500 4.522
PP 4.512 4.512 4.512 4.508
S1 4.476 4.476 4.490 4.466
S2 4.456 4.456 4.485
S3 4.400 4.420 4.480
S4 4.344 4.364 4.464
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 4.493 0.207 4.6% 0.088 1.9% 1% False True 27,160
10 4.700 4.431 0.269 6.0% 0.089 2.0% 24% False False 25,658
20 4.700 4.285 0.415 9.2% 0.099 2.2% 51% False False 22,896
40 4.850 4.285 0.565 12.6% 0.103 2.3% 37% False False 19,192
60 4.850 4.285 0.565 12.6% 0.101 2.3% 37% False False 17,730
80 4.856 4.285 0.571 12.7% 0.110 2.4% 37% False False 18,083
100 4.856 4.060 0.796 17.7% 0.113 2.5% 55% False False 18,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.787
2.618 4.696
1.618 4.640
1.000 4.605
0.618 4.584
HIGH 4.549
0.618 4.528
0.500 4.521
0.382 4.514
LOW 4.493
0.618 4.458
1.000 4.437
1.618 4.402
2.618 4.346
4.250 4.255
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 4.521 4.597
PP 4.512 4.563
S1 4.504 4.529

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

View Archives - Comment on this page... - Back to Index of Symbols