NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 4.522 4.728 0.206 4.6% 4.668
High 4.744 4.767 0.023 0.5% 4.767
Low 4.512 4.710 0.198 4.4% 4.493
Close 4.736 4.733 -0.003 -0.1% 4.733
Range 0.232 0.057 -0.175 -75.4% 0.274
ATR 0.109 0.106 -0.004 -3.4% 0.000
Volume 26,855 35,941 9,086 33.8% 147,639
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.908 4.877 4.764
R3 4.851 4.820 4.749
R2 4.794 4.794 4.743
R1 4.763 4.763 4.738 4.779
PP 4.737 4.737 4.737 4.744
S1 4.706 4.706 4.728 4.722
S2 4.680 4.680 4.723
S3 4.623 4.649 4.717
S4 4.566 4.592 4.702
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.486 5.384 4.884
R3 5.212 5.110 4.808
R2 4.938 4.938 4.783
R1 4.836 4.836 4.758 4.887
PP 4.664 4.664 4.664 4.690
S1 4.562 4.562 4.708 4.613
S2 4.390 4.390 4.683
S3 4.116 4.288 4.658
S4 3.842 4.014 4.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.767 4.493 0.274 5.8% 0.110 2.3% 88% True False 29,527
10 4.767 4.482 0.285 6.0% 0.095 2.0% 88% True False 26,546
20 4.767 4.312 0.455 9.6% 0.100 2.1% 93% True False 23,365
40 4.850 4.285 0.565 11.9% 0.106 2.2% 79% False False 20,259
60 4.850 4.285 0.565 11.9% 0.104 2.2% 79% False False 18,402
80 4.856 4.285 0.571 12.1% 0.110 2.3% 78% False False 18,360
100 4.856 4.235 0.621 13.1% 0.114 2.4% 80% False False 18,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.009
2.618 4.916
1.618 4.859
1.000 4.824
0.618 4.802
HIGH 4.767
0.618 4.745
0.500 4.739
0.382 4.732
LOW 4.710
0.618 4.675
1.000 4.653
1.618 4.618
2.618 4.561
4.250 4.468
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 4.739 4.699
PP 4.737 4.664
S1 4.735 4.630

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

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