NYMEX Natural Gas Future November 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 4.566 4.491 -0.075 -1.6% 4.803
High 4.590 4.577 -0.013 -0.3% 4.905
Low 4.480 4.491 0.011 0.2% 4.560
Close 4.496 4.561 0.065 1.4% 4.572
Range 0.110 0.086 -0.024 -21.8% 0.345
ATR 0.102 0.101 -0.001 -1.1% 0.000
Volume 7,634 12,341 4,707 61.7% 54,188
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.801 4.767 4.608
R3 4.715 4.681 4.585
R2 4.629 4.629 4.577
R1 4.595 4.595 4.569 4.612
PP 4.543 4.543 4.543 4.552
S1 4.509 4.509 4.553 4.526
S2 4.457 4.457 4.545
S3 4.371 4.423 4.537
S4 4.285 4.337 4.514
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.714 5.488 4.762
R3 5.369 5.143 4.667
R2 5.024 5.024 4.635
R1 4.798 4.798 4.604 4.739
PP 4.679 4.679 4.679 4.649
S1 4.453 4.453 4.540 4.394
S2 4.334 4.334 4.509
S3 3.989 4.108 4.477
S4 3.644 3.763 4.382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.783 4.480 0.303 6.6% 0.100 2.2% 27% False False 9,969
10 4.905 4.480 0.425 9.3% 0.108 2.4% 19% False False 12,561
20 4.905 4.467 0.438 9.6% 0.098 2.2% 21% False False 11,537
40 4.905 4.320 0.585 12.8% 0.095 2.1% 41% False False 9,183
60 4.905 4.320 0.585 12.8% 0.094 2.1% 41% False False 7,421
80 4.905 4.320 0.585 12.8% 0.093 2.0% 41% False False 6,754
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.943
2.618 4.802
1.618 4.716
1.000 4.663
0.618 4.630
HIGH 4.577
0.618 4.544
0.500 4.534
0.382 4.524
LOW 4.491
0.618 4.438
1.000 4.405
1.618 4.352
2.618 4.266
4.250 4.126
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 4.552 4.560
PP 4.543 4.558
S1 4.534 4.557

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

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