NYMEX Natural Gas Future September 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 4.670 4.681 0.011 0.2% 4.501
High 4.701 4.708 0.007 0.1% 4.701
Low 4.645 4.606 -0.039 -0.8% 4.483
Close 4.676 4.616 -0.060 -1.3% 4.676
Range 0.056 0.102 0.046 82.1% 0.218
ATR 0.102 0.102 0.000 0.0% 0.000
Volume 23,601 46,585 22,984 97.4% 93,482
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.949 4.885 4.672
R3 4.847 4.783 4.644
R2 4.745 4.745 4.635
R1 4.681 4.681 4.625 4.662
PP 4.643 4.643 4.643 4.634
S1 4.579 4.579 4.607 4.560
S2 4.541 4.541 4.597
S3 4.439 4.477 4.588
S4 4.337 4.375 4.560
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.274 5.193 4.796
R3 5.056 4.975 4.736
R2 4.838 4.838 4.716
R1 4.757 4.757 4.696 4.798
PP 4.620 4.620 4.620 4.640
S1 4.539 4.539 4.656 4.580
S2 4.402 4.402 4.636
S3 4.184 4.321 4.616
S4 3.966 4.103 4.556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.708 4.544 0.164 3.6% 0.085 1.8% 44% True False 23,966
10 4.708 4.323 0.385 8.3% 0.101 2.2% 76% True False 20,645
20 4.708 4.264 0.444 9.6% 0.103 2.2% 79% True False 17,874
40 4.845 4.264 0.581 12.6% 0.102 2.2% 61% False False 14,202
60 4.845 4.264 0.581 12.6% 0.099 2.1% 61% False False 11,665
80 4.845 4.264 0.581 12.6% 0.108 2.3% 61% False False 10,182
100 4.845 4.096 0.749 16.2% 0.108 2.3% 69% False False 8,962
120 4.845 3.923 0.922 20.0% 0.101 2.2% 75% False False 7,818
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.142
2.618 4.975
1.618 4.873
1.000 4.810
0.618 4.771
HIGH 4.708
0.618 4.669
0.500 4.657
0.382 4.645
LOW 4.606
0.618 4.543
1.000 4.504
1.618 4.441
2.618 4.339
4.250 4.173
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 4.657 4.628
PP 4.643 4.624
S1 4.630 4.620

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

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