NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 4.519 4.545 0.026 0.6% 4.769
High 4.574 4.575 0.001 0.0% 4.879
Low 4.506 4.384 -0.122 -2.7% 4.526
Close 4.541 4.416 -0.125 -2.8% 4.537
Range 0.068 0.191 0.123 180.9% 0.353
ATR 0.106 0.112 0.006 5.7% 0.000
Volume 21,000 13,584 -7,416 -35.3% 100,704
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.031 4.915 4.521
R3 4.840 4.724 4.469
R2 4.649 4.649 4.451
R1 4.533 4.533 4.434 4.496
PP 4.458 4.458 4.458 4.440
S1 4.342 4.342 4.398 4.305
S2 4.267 4.267 4.381
S3 4.076 4.151 4.363
S4 3.885 3.960 4.311
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 4.604 4.384 0.220 5.0% 0.111 2.5% 15% False True 20,882
10 4.879 4.384 0.495 11.2% 0.113 2.6% 6% False True 21,372
20 4.879 4.384 0.495 11.2% 0.106 2.4% 6% False True 23,713
40 4.879 4.285 0.594 13.5% 0.109 2.5% 22% False False 21,934
60 4.879 4.285 0.594 13.5% 0.106 2.4% 22% False False 19,465
80 4.879 4.285 0.594 13.5% 0.105 2.4% 22% False False 17,976
100 4.879 4.285 0.594 13.5% 0.113 2.5% 22% False False 18,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.387
2.618 5.075
1.618 4.884
1.000 4.766
0.618 4.693
HIGH 4.575
0.618 4.502
0.500 4.480
0.382 4.457
LOW 4.384
0.618 4.266
1.000 4.193
1.618 4.075
2.618 3.884
4.250 3.572
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 4.480 4.480
PP 4.458 4.458
S1 4.437 4.437

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

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