NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 4.558 4.525 -0.033 -0.7% 4.769
High 4.604 4.564 -0.040 -0.9% 4.879
Low 4.526 4.446 -0.080 -1.8% 4.526
Close 4.537 4.459 -0.078 -1.7% 4.537
Range 0.078 0.118 0.040 51.3% 0.353
ATR 0.109 0.110 0.001 0.6% 0.000
Volume 27,328 21,872 -5,456 -20.0% 100,704
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.844 4.769 4.524
R3 4.726 4.651 4.491
R2 4.608 4.608 4.481
R1 4.533 4.533 4.470 4.512
PP 4.490 4.490 4.490 4.479
S1 4.415 4.415 4.448 4.394
S2 4.372 4.372 4.437
S3 4.254 4.297 4.427
S4 4.136 4.179 4.394
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.706 5.475 4.731
R3 5.353 5.122 4.634
R2 5.000 5.000 4.602
R1 4.769 4.769 4.569 4.708
PP 4.647 4.647 4.647 4.617
S1 4.416 4.416 4.505 4.355
S2 4.294 4.294 4.472
S3 3.941 4.063 4.440
S4 3.588 3.710 4.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.757 4.446 0.311 7.0% 0.101 2.3% 4% False True 19,262
10 4.879 4.446 0.433 9.7% 0.117 2.6% 3% False True 24,650
20 4.879 4.328 0.551 12.4% 0.108 2.4% 24% False False 23,680
40 4.879 4.285 0.594 13.3% 0.108 2.4% 29% False False 21,455
60 4.879 4.285 0.594 13.3% 0.106 2.4% 29% False False 19,210
80 4.879 4.285 0.594 13.3% 0.106 2.4% 29% False False 18,133
100 4.879 4.285 0.594 13.3% 0.113 2.5% 29% False False 18,569
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.066
2.618 4.873
1.618 4.755
1.000 4.682
0.618 4.637
HIGH 4.564
0.618 4.519
0.500 4.505
0.382 4.491
LOW 4.446
0.618 4.373
1.000 4.328
1.618 4.255
2.618 4.137
4.250 3.945
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 4.505 4.567
PP 4.490 4.531
S1 4.474 4.495

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

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