NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 4.199 4.175 -0.024 -0.6% 4.392
High 4.225 4.192 -0.033 -0.8% 4.464
Low 4.163 4.115 -0.048 -1.2% 4.320
Close 4.172 4.122 -0.050 -1.2% 4.392
Range 0.062 0.077 0.015 24.2% 0.144
ATR 0.107 0.105 -0.002 -2.0% 0.000
Volume 34,322 23,185 -11,137 -32.4% 77,836
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.374 4.325 4.164
R3 4.297 4.248 4.143
R2 4.220 4.220 4.136
R1 4.171 4.171 4.129 4.157
PP 4.143 4.143 4.143 4.136
S1 4.094 4.094 4.115 4.080
S2 4.066 4.066 4.108
S3 3.989 4.017 4.101
S4 3.912 3.940 4.080
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 4.394 4.115 0.279 6.8% 0.099 2.4% 3% False True 26,109
10 4.575 4.115 0.460 11.2% 0.106 2.6% 2% False True 22,549
20 4.879 4.115 0.764 18.5% 0.112 2.7% 1% False True 22,624
40 4.879 4.115 0.764 18.5% 0.105 2.6% 1% False True 22,760
60 4.879 4.115 0.764 18.5% 0.106 2.6% 1% False True 20,336
80 4.879 4.115 0.764 18.5% 0.104 2.5% 1% False True 18,954
100 4.879 4.115 0.764 18.5% 0.110 2.7% 1% False True 18,991
120 4.879 4.060 0.819 19.9% 0.113 2.7% 8% False False 18,814
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.519
2.618 4.394
1.618 4.317
1.000 4.269
0.618 4.240
HIGH 4.192
0.618 4.163
0.500 4.154
0.382 4.144
LOW 4.115
0.618 4.067
1.000 4.038
1.618 3.990
2.618 3.913
4.250 3.788
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 4.154 4.172
PP 4.143 4.155
S1 4.133 4.139

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

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