NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 4.697 4.643 -0.054 -1.1% 4.668
High 4.757 4.688 -0.069 -1.5% 4.767
Low 4.640 4.556 -0.084 -1.8% 4.493
Close 4.654 4.584 -0.070 -1.5% 4.733
Range 0.117 0.132 0.015 12.8% 0.274
ATR 0.110 0.112 0.002 1.4% 0.000
Volume 12,693 13,623 930 7.3% 147,639
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.005 4.927 4.657
R3 4.873 4.795 4.620
R2 4.741 4.741 4.608
R1 4.663 4.663 4.596 4.636
PP 4.609 4.609 4.609 4.596
S1 4.531 4.531 4.572 4.504
S2 4.477 4.477 4.560
S3 4.345 4.399 4.548
S4 4.213 4.267 4.511
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 4.556 0.323 7.0% 0.116 2.5% 9% False True 21,863
10 4.879 4.493 0.386 8.4% 0.113 2.5% 24% False False 25,107
20 4.879 4.312 0.567 12.4% 0.107 2.3% 48% False False 23,722
40 4.879 4.285 0.594 13.0% 0.108 2.3% 50% False False 20,856
60 4.879 4.285 0.594 13.0% 0.106 2.3% 50% False False 18,823
80 4.879 4.285 0.594 13.0% 0.106 2.3% 50% False False 18,040
100 4.879 4.242 0.637 13.9% 0.114 2.5% 54% False False 18,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.249
2.618 5.034
1.618 4.902
1.000 4.820
0.618 4.770
HIGH 4.688
0.618 4.638
0.500 4.622
0.382 4.606
LOW 4.556
0.618 4.474
1.000 4.424
1.618 4.342
2.618 4.210
4.250 3.995
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 4.622 4.657
PP 4.609 4.632
S1 4.597 4.608

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

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