NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 4.728 4.769 0.041 0.9% 4.668
High 4.767 4.879 0.112 2.3% 4.767
Low 4.710 4.666 -0.044 -0.9% 4.493
Close 4.733 4.704 -0.029 -0.6% 4.733
Range 0.057 0.213 0.156 273.7% 0.274
ATR 0.106 0.113 0.008 7.3% 0.000
Volume 35,941 26,266 -9,675 -26.9% 147,639
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.389 5.259 4.821
R3 5.176 5.046 4.763
R2 4.963 4.963 4.743
R1 4.833 4.833 4.724 4.792
PP 4.750 4.750 4.750 4.729
S1 4.620 4.620 4.684 4.579
S2 4.537 4.537 4.665
S3 4.324 4.407 4.645
S4 4.111 4.194 4.587
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 4.879 4.493 0.386 8.2% 0.132 2.8% 55% True False 30,038
10 4.879 4.493 0.386 8.2% 0.108 2.3% 55% True False 26,541
20 4.879 4.312 0.567 12.1% 0.108 2.3% 69% True False 23,700
40 4.879 4.285 0.594 12.6% 0.106 2.2% 71% True False 20,767
60 4.879 4.285 0.594 12.6% 0.106 2.3% 71% True False 18,702
80 4.879 4.285 0.594 12.6% 0.111 2.4% 71% True False 18,328
100 4.879 4.235 0.644 13.7% 0.115 2.4% 73% True False 18,630
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.437
1.618 5.224
1.000 5.092
0.618 5.011
HIGH 4.879
0.618 4.798
0.500 4.773
0.382 4.747
LOW 4.666
0.618 4.534
1.000 4.453
1.618 4.321
2.618 4.108
4.250 3.761
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 4.773 4.701
PP 4.750 4.698
S1 4.727 4.696

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

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