NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 4.615 4.533 -0.082 -1.8% 4.530
High 4.626 4.568 -0.058 -1.3% 4.727
Low 4.516 4.501 -0.015 -0.3% 4.510
Close 4.523 4.504 -0.019 -0.4% 4.700
Range 0.110 0.067 -0.043 -39.1% 0.217
ATR 0.108 0.105 -0.003 -2.7% 0.000
Volume 71,013 59,044 -11,969 -16.9% 128,110
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.725 4.682 4.541
R3 4.658 4.615 4.522
R2 4.591 4.591 4.516
R1 4.548 4.548 4.510 4.536
PP 4.524 4.524 4.524 4.519
S1 4.481 4.481 4.498 4.469
S2 4.457 4.457 4.492
S3 4.390 4.414 4.486
S4 4.323 4.347 4.467
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 4.501 0.233 5.2% 0.096 2.1% 1% False True 49,438
10 4.734 4.471 0.263 5.8% 0.095 2.1% 13% False False 38,503
20 4.734 4.296 0.438 9.7% 0.105 2.3% 47% False False 27,611
40 4.870 4.296 0.574 12.7% 0.109 2.4% 36% False False 19,538
60 4.870 4.296 0.574 12.7% 0.106 2.4% 36% False False 15,735
80 4.891 4.296 0.595 13.2% 0.113 2.5% 35% False False 13,482
100 4.891 4.061 0.830 18.4% 0.113 2.5% 53% False False 11,738
120 4.891 3.921 0.970 21.5% 0.107 2.4% 60% False False 10,108
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.853
2.618 4.743
1.618 4.676
1.000 4.635
0.618 4.609
HIGH 4.568
0.618 4.542
0.500 4.535
0.382 4.527
LOW 4.501
0.618 4.460
1.000 4.434
1.618 4.393
2.618 4.326
4.250 4.216
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 4.535 4.618
PP 4.524 4.580
S1 4.514 4.542

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

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