NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 4.443 4.424 -0.019 -0.4% 4.566
High 4.469 4.489 0.020 0.4% 4.604
Low 4.390 4.389 -0.001 0.0% 4.390
Close 4.419 4.464 0.045 1.0% 4.419
Range 0.079 0.100 0.021 26.6% 0.214
ATR 0.102 0.102 0.000 -0.2% 0.000
Volume 11,441 9,284 -2,157 -18.9% 47,028
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.747 4.706 4.519
R3 4.647 4.606 4.492
R2 4.547 4.547 4.482
R1 4.506 4.506 4.473 4.527
PP 4.447 4.447 4.447 4.458
S1 4.406 4.406 4.455 4.427
S2 4.347 4.347 4.446
S3 4.247 4.306 4.437
S4 4.147 4.206 4.409
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.113 4.980 4.537
R3 4.899 4.766 4.478
R2 4.685 4.685 4.458
R1 4.552 4.552 4.439 4.512
PP 4.471 4.471 4.471 4.451
S1 4.338 4.338 4.399 4.298
S2 4.257 4.257 4.380
S3 4.043 4.124 4.360
S4 3.829 3.910 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.604 4.389 0.215 4.8% 0.102 2.3% 35% False True 9,735
10 4.783 4.389 0.394 8.8% 0.097 2.2% 19% False True 9,691
20 4.905 4.389 0.516 11.6% 0.100 2.2% 15% False True 11,481
40 4.905 4.320 0.585 13.1% 0.098 2.2% 25% False False 9,548
60 4.905 4.320 0.585 13.1% 0.094 2.1% 25% False False 7,799
80 4.905 4.320 0.585 13.1% 0.091 2.0% 25% False False 6,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.914
2.618 4.751
1.618 4.651
1.000 4.589
0.618 4.551
HIGH 4.489
0.618 4.451
0.500 4.439
0.382 4.427
LOW 4.389
0.618 4.327
1.000 4.289
1.618 4.227
2.618 4.127
4.250 3.964
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 4.456 4.494
PP 4.447 4.484
S1 4.439 4.474

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

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