NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 4.793 4.724 -0.069 -1.4% 4.950
High 4.836 4.762 -0.074 -1.5% 5.027
Low 4.719 4.688 -0.031 -0.7% 4.688
Close 4.746 4.703 -0.043 -0.9% 4.703
Range 0.117 0.074 -0.043 -36.8% 0.339
ATR 0.101 0.099 -0.002 -1.9% 0.000
Volume 8,437 13,386 4,949 58.7% 50,190
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.940 4.895 4.744
R3 4.866 4.821 4.723
R2 4.792 4.792 4.717
R1 4.747 4.747 4.710 4.733
PP 4.718 4.718 4.718 4.710
S1 4.673 4.673 4.696 4.659
S2 4.644 4.644 4.689
S3 4.570 4.599 4.683
S4 4.496 4.525 4.662
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.823 5.602 4.889
R3 5.484 5.263 4.796
R2 5.145 5.145 4.765
R1 4.924 4.924 4.734 4.865
PP 4.806 4.806 4.806 4.777
S1 4.585 4.585 4.672 4.526
S2 4.467 4.467 4.641
S3 4.128 4.246 4.610
S4 3.789 3.907 4.517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.027 4.688 0.339 7.2% 0.111 2.4% 4% False True 10,038
10 5.027 4.669 0.358 7.6% 0.104 2.2% 9% False False 11,819
20 5.027 4.518 0.509 10.8% 0.092 2.0% 36% False False 11,374
40 5.052 4.500 0.552 11.7% 0.096 2.0% 37% False False 10,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.077
2.618 4.956
1.618 4.882
1.000 4.836
0.618 4.808
HIGH 4.762
0.618 4.734
0.500 4.725
0.382 4.716
LOW 4.688
0.618 4.642
1.000 4.614
1.618 4.568
2.618 4.494
4.250 4.374
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 4.725 4.802
PP 4.718 4.769
S1 4.710 4.736

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

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