NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 4.570 4.444 -0.126 -2.8% 4.544
High 4.608 4.466 -0.142 -3.1% 4.608
Low 4.405 4.375 -0.030 -0.7% 4.375
Close 4.441 4.409 -0.032 -0.7% 4.409
Range 0.203 0.091 -0.112 -55.2% 0.233
ATR 0.121 0.119 -0.002 -1.8% 0.000
Volume 139,009 76,327 -62,682 -45.1% 437,017
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.690 4.640 4.459
R3 4.599 4.549 4.434
R2 4.508 4.508 4.426
R1 4.458 4.458 4.417 4.438
PP 4.417 4.417 4.417 4.406
S1 4.367 4.367 4.401 4.347
S2 4.326 4.326 4.392
S3 4.235 4.276 4.384
S4 4.144 4.185 4.359
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.163 5.019 4.537
R3 4.930 4.786 4.473
R2 4.697 4.697 4.452
R1 4.553 4.553 4.430 4.509
PP 4.464 4.464 4.464 4.442
S1 4.320 4.320 4.388 4.276
S2 4.231 4.231 4.366
S3 3.998 4.087 4.345
S4 3.765 3.854 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.608 4.375 0.233 5.3% 0.126 2.8% 15% False True 87,403
10 4.893 4.375 0.518 11.7% 0.126 2.9% 7% False True 71,288
20 4.893 4.375 0.518 11.7% 0.115 2.6% 7% False True 60,377
40 4.893 4.296 0.597 13.5% 0.116 2.6% 19% False False 38,957
60 4.893 4.296 0.597 13.5% 0.111 2.5% 19% False False 29,324
80 4.893 4.296 0.597 13.5% 0.110 2.5% 19% False False 23,544
100 4.893 4.296 0.597 13.5% 0.115 2.6% 19% False False 20,123
120 4.893 3.921 0.972 22.0% 0.114 2.6% 50% False False 17,368
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.853
2.618 4.704
1.618 4.613
1.000 4.557
0.618 4.522
HIGH 4.466
0.618 4.431
0.500 4.421
0.382 4.410
LOW 4.375
0.618 4.319
1.000 4.284
1.618 4.228
2.618 4.137
4.250 3.988
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 4.421 4.492
PP 4.417 4.464
S1 4.413 4.437

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

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