NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 4.525 4.455 -0.070 -1.5% 4.769
High 4.564 4.546 -0.018 -0.4% 4.879
Low 4.446 4.446 0.000 0.0% 4.526
Close 4.459 4.529 0.070 1.6% 4.537
Range 0.118 0.100 -0.018 -15.3% 0.353
ATR 0.110 0.109 -0.001 -0.6% 0.000
Volume 21,872 20,628 -1,244 -5.7% 100,704
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.807 4.768 4.584
R3 4.707 4.668 4.557
R2 4.607 4.607 4.547
R1 4.568 4.568 4.538 4.588
PP 4.507 4.507 4.507 4.517
S1 4.468 4.468 4.520 4.488
S2 4.407 4.407 4.511
S3 4.307 4.368 4.502
S4 4.207 4.268 4.474
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 6.9% 0.109 2.4% 27% False True 19,228
10 4.879 4.446 0.433 9.6% 0.116 2.6% 19% False True 23,743
20 4.879 4.431 0.448 9.9% 0.106 2.3% 22% False False 24,216
40 4.879 4.285 0.594 13.1% 0.107 2.4% 41% False False 21,795
60 4.879 4.285 0.594 13.1% 0.106 2.3% 41% False False 19,245
80 4.879 4.285 0.594 13.1% 0.106 2.3% 41% False False 18,128
100 4.879 4.285 0.594 13.1% 0.112 2.5% 41% False False 18,498
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.971
2.618 4.808
1.618 4.708
1.000 4.646
0.618 4.608
HIGH 4.546
0.618 4.508
0.500 4.496
0.382 4.484
LOW 4.446
0.618 4.384
1.000 4.346
1.618 4.284
2.618 4.184
4.250 4.021
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 4.518 4.528
PP 4.507 4.526
S1 4.496 4.525

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

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