NYMEX Natural Gas Future September 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 4.516 4.519 0.003 0.1% 4.501
High 4.550 4.750 0.200 4.4% 4.701
Low 4.489 4.507 0.018 0.4% 4.483
Close 4.492 4.743 0.251 5.6% 4.676
Range 0.061 0.243 0.182 298.4% 0.218
ATR 0.100 0.112 0.011 11.2% 0.000
Volume 60,654 47,487 -13,167 -21.7% 93,482
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.396 5.312 4.877
R3 5.153 5.069 4.810
R2 4.910 4.910 4.788
R1 4.826 4.826 4.765 4.868
PP 4.667 4.667 4.667 4.688
S1 4.583 4.583 4.721 4.625
S2 4.424 4.424 4.698
S3 4.181 4.340 4.676
S4 3.938 4.097 4.609
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 4.750 4.489 0.261 5.5% 0.114 2.4% 97% True False 45,464
10 4.750 4.438 0.312 6.6% 0.102 2.2% 98% True False 32,093
20 4.750 4.264 0.486 10.2% 0.110 2.3% 99% True False 23,114
40 4.845 4.264 0.581 12.2% 0.106 2.2% 82% False False 16,770
60 4.845 4.264 0.581 12.2% 0.102 2.2% 82% False False 13,985
80 4.845 4.264 0.581 12.2% 0.109 2.3% 82% False False 11,944
100 4.845 4.117 0.728 15.3% 0.110 2.3% 86% False False 10,451
120 4.845 3.923 0.922 19.4% 0.103 2.2% 89% False False 9,083
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 0.022
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.783
2.618 5.386
1.618 5.143
1.000 4.993
0.618 4.900
HIGH 4.750
0.618 4.657
0.500 4.629
0.382 4.600
LOW 4.507
0.618 4.357
1.000 4.264
1.618 4.114
2.618 3.871
4.250 3.474
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.705 4.702
PP 4.667 4.661
S1 4.629 4.620

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

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