NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 4.688 4.703 0.015 0.3% 4.530
High 4.727 4.734 0.007 0.1% 4.727
Low 4.669 4.622 -0.047 -1.0% 4.510
Close 4.700 4.635 -0.065 -1.4% 4.700
Range 0.058 0.112 0.054 93.1% 0.217
ATR 0.107 0.107 0.000 0.4% 0.000
Volume 38,484 58,137 19,653 51.1% 128,110
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.000 4.929 4.697
R3 4.888 4.817 4.666
R2 4.776 4.776 4.656
R1 4.705 4.705 4.645 4.685
PP 4.664 4.664 4.664 4.653
S1 4.593 4.593 4.625 4.573
S2 4.552 4.552 4.614
S3 4.440 4.481 4.604
S4 4.328 4.369 4.573
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.297 5.215 4.819
R3 5.080 4.998 4.760
R2 4.863 4.863 4.740
R1 4.781 4.781 4.720 4.822
PP 4.646 4.646 4.646 4.666
S1 4.564 4.564 4.680 4.605
S2 4.429 4.429 4.660
S3 4.212 4.347 4.640
S4 3.995 4.130 4.581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.734 4.566 0.168 3.6% 0.089 1.9% 41% True False 32,013
10 4.734 4.353 0.381 8.2% 0.105 2.3% 74% True False 28,451
20 4.734 4.296 0.438 9.4% 0.110 2.4% 77% True False 22,784
40 4.870 4.296 0.574 12.4% 0.108 2.3% 59% False False 17,145
60 4.870 4.296 0.574 12.4% 0.106 2.3% 59% False False 13,800
80 4.891 4.296 0.595 12.8% 0.113 2.4% 57% False False 11,982
100 4.891 4.061 0.830 17.9% 0.112 2.4% 69% False False 10,481
120 4.891 3.921 0.970 20.9% 0.106 2.3% 74% False False 9,052
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.210
2.618 5.027
1.618 4.915
1.000 4.846
0.618 4.803
HIGH 4.734
0.618 4.691
0.500 4.678
0.382 4.665
LOW 4.622
0.618 4.553
1.000 4.510
1.618 4.441
2.618 4.329
4.250 4.146
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 4.678 4.655
PP 4.664 4.648
S1 4.649 4.642

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

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