NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 4.392 4.415 0.023 0.5% 4.525
High 4.464 4.460 -0.004 -0.1% 4.575
Low 4.355 4.380 0.025 0.6% 4.356
Close 4.434 4.429 -0.005 -0.1% 4.385
Range 0.109 0.080 -0.029 -26.6% 0.219
ATR 0.110 0.108 -0.002 -1.9% 0.000
Volume 17,210 22,423 5,213 30.3% 103,071
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.663 4.626 4.473
R3 4.583 4.546 4.451
R2 4.503 4.503 4.444
R1 4.466 4.466 4.436 4.485
PP 4.423 4.423 4.423 4.432
S1 4.386 4.386 4.422 4.405
S2 4.343 4.343 4.414
S3 4.263 4.306 4.407
S4 4.183 4.226 4.385
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.096 4.959 4.505
R3 4.877 4.740 4.445
R2 4.658 4.658 4.425
R1 4.521 4.521 4.405 4.480
PP 4.439 4.439 4.439 4.418
S1 4.302 4.302 4.365 4.261
S2 4.220 4.220 4.345
S3 4.001 4.083 4.325
S4 3.782 3.864 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.575 4.355 0.220 5.0% 0.105 2.4% 34% False False 20,040
10 4.757 4.355 0.402 9.1% 0.107 2.4% 18% False False 19,634
20 4.879 4.355 0.524 11.8% 0.107 2.4% 14% False False 23,021
40 4.879 4.285 0.594 13.4% 0.109 2.4% 24% False False 22,264
60 4.879 4.285 0.594 13.4% 0.105 2.4% 24% False False 19,701
80 4.879 4.285 0.594 13.4% 0.104 2.3% 24% False False 18,226
100 4.879 4.285 0.594 13.4% 0.112 2.5% 24% False False 18,570
120 4.879 3.926 0.953 21.5% 0.113 2.5% 53% False False 18,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.669
1.618 4.589
1.000 4.540
0.618 4.509
HIGH 4.460
0.618 4.429
0.500 4.420
0.382 4.411
LOW 4.380
0.618 4.331
1.000 4.300
1.618 4.251
2.618 4.171
4.250 4.040
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 4.426 4.423
PP 4.423 4.416
S1 4.420 4.410

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

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