NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 4.444 4.358 -0.086 -1.9% 4.544
High 4.459 4.411 -0.048 -1.1% 4.608
Low 4.338 4.329 -0.009 -0.2% 4.375
Close 4.357 4.406 0.049 1.1% 4.409
Range 0.121 0.082 -0.039 -32.2% 0.233
ATR 0.117 0.114 -0.002 -2.1% 0.000
Volume 93,031 92,666 -365 -0.4% 437,017
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.628 4.599 4.451
R3 4.546 4.517 4.429
R2 4.464 4.464 4.421
R1 4.435 4.435 4.414 4.450
PP 4.382 4.382 4.382 4.389
S1 4.353 4.353 4.398 4.368
S2 4.300 4.300 4.391
S3 4.218 4.271 4.383
S4 4.136 4.189 4.361
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 4.493 4.329 0.164 3.7% 0.099 2.2% 47% False True 82,631
10 4.633 4.329 0.304 6.9% 0.113 2.6% 25% False True 82,726
20 4.893 4.329 0.564 12.8% 0.116 2.6% 14% False True 72,737
40 4.893 4.296 0.597 13.5% 0.116 2.6% 18% False False 46,144
60 4.893 4.296 0.597 13.5% 0.112 2.5% 18% False False 34,419
80 4.893 4.296 0.597 13.5% 0.109 2.5% 18% False False 27,489
100 4.893 4.296 0.597 13.5% 0.115 2.6% 18% False False 23,258
120 4.893 4.030 0.863 19.6% 0.113 2.6% 44% False False 20,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.760
2.618 4.626
1.618 4.544
1.000 4.493
0.618 4.462
HIGH 4.411
0.618 4.380
0.500 4.370
0.382 4.360
LOW 4.329
0.618 4.278
1.000 4.247
1.618 4.196
2.618 4.114
4.250 3.981
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 4.394 4.409
PP 4.382 4.408
S1 4.370 4.407

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

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