NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 4.533 4.529 -0.004 -0.1% 4.530
High 4.568 4.770 0.202 4.4% 4.727
Low 4.501 4.519 0.018 0.4% 4.510
Close 4.504 4.763 0.259 5.8% 4.700
Range 0.067 0.251 0.184 274.6% 0.217
ATR 0.105 0.116 0.012 11.0% 0.000
Volume 59,044 109,000 49,956 84.6% 128,110
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.437 5.351 4.901
R3 5.186 5.100 4.832
R2 4.935 4.935 4.809
R1 4.849 4.849 4.786 4.892
PP 4.684 4.684 4.684 4.706
S1 4.598 4.598 4.740 4.641
S2 4.433 4.433 4.717
S3 4.182 4.347 4.694
S4 3.931 4.096 4.625
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 4.770 4.501 0.269 5.6% 0.120 2.5% 97% True False 67,135
10 4.770 4.471 0.299 6.3% 0.107 2.2% 98% True False 45,767
20 4.770 4.296 0.474 10.0% 0.115 2.4% 99% True False 32,204
40 4.870 4.296 0.574 12.1% 0.113 2.4% 81% False False 22,070
60 4.870 4.296 0.574 12.1% 0.109 2.3% 81% False False 17,427
80 4.891 4.296 0.595 12.5% 0.115 2.4% 78% False False 14,721
100 4.891 4.061 0.830 17.4% 0.115 2.4% 85% False False 12,795
120 4.891 3.921 0.970 20.4% 0.108 2.3% 87% False False 10,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.837
2.618 5.427
1.618 5.176
1.000 5.021
0.618 4.925
HIGH 4.770
0.618 4.674
0.500 4.645
0.382 4.615
LOW 4.519
0.618 4.364
1.000 4.268
1.618 4.113
2.618 3.862
4.250 3.452
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.724 4.721
PP 4.684 4.678
S1 4.645 4.636

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

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