NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 4.222 4.199 -0.023 -0.5% 4.392
High 4.229 4.225 -0.004 -0.1% 4.464
Low 4.131 4.163 0.032 0.8% 4.320
Close 4.197 4.172 -0.025 -0.6% 4.392
Range 0.098 0.062 -0.036 -36.7% 0.144
ATR 0.111 0.107 -0.003 -3.1% 0.000
Volume 28,736 34,322 5,586 19.4% 77,836
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.373 4.334 4.206
R3 4.311 4.272 4.189
R2 4.249 4.249 4.183
R1 4.210 4.210 4.178 4.199
PP 4.187 4.187 4.187 4.181
S1 4.148 4.148 4.166 4.137
S2 4.125 4.125 4.161
S3 4.063 4.086 4.155
S4 4.001 4.024 4.138
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.824 4.752 4.471
R3 4.680 4.608 4.432
R2 4.536 4.536 4.418
R1 4.464 4.464 4.405 4.464
PP 4.392 4.392 4.392 4.392
S1 4.320 4.320 4.379 4.320
S2 4.248 4.248 4.366
S3 4.104 4.176 4.352
S4 3.960 4.032 4.313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.131 0.302 7.2% 0.105 2.5% 14% False False 24,622
10 4.575 4.131 0.444 10.6% 0.105 2.5% 9% False False 22,331
20 4.879 4.131 0.748 17.9% 0.111 2.7% 5% False False 23,037
40 4.879 4.131 0.748 17.9% 0.106 2.5% 5% False False 22,880
60 4.879 4.131 0.748 17.9% 0.106 2.5% 5% False False 20,213
80 4.879 4.131 0.748 17.9% 0.104 2.5% 5% False False 18,826
100 4.879 4.131 0.748 17.9% 0.111 2.7% 5% False False 18,989
120 4.879 4.060 0.819 19.6% 0.113 2.7% 14% False False 18,717
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.489
2.618 4.387
1.618 4.325
1.000 4.287
0.618 4.263
HIGH 4.225
0.618 4.201
0.500 4.194
0.382 4.187
LOW 4.163
0.618 4.125
1.000 4.101
1.618 4.063
2.618 4.001
4.250 3.900
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 4.194 4.257
PP 4.187 4.228
S1 4.179 4.200

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

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