NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 4.747 4.780 0.033 0.7% 4.681
High 4.776 4.874 0.098 2.1% 4.776
Low 4.708 4.667 -0.041 -0.9% 4.489
Close 4.734 4.705 -0.029 -0.6% 4.734
Range 0.068 0.207 0.139 204.4% 0.287
ATR 0.108 0.115 0.007 6.5% 0.000
Volume 63,126 30,389 -32,737 -51.9% 266,847
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.370 5.244 4.819
R3 5.163 5.037 4.762
R2 4.956 4.956 4.743
R1 4.830 4.830 4.724 4.790
PP 4.749 4.749 4.749 4.728
S1 4.623 4.623 4.686 4.583
S2 4.542 4.542 4.667
S3 4.335 4.416 4.648
S4 4.128 4.209 4.591
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.527 5.418 4.892
R3 5.240 5.131 4.813
R2 4.953 4.953 4.787
R1 4.844 4.844 4.760 4.899
PP 4.666 4.666 4.666 4.694
S1 4.557 4.557 4.708 4.612
S2 4.379 4.379 4.681
S3 4.092 4.270 4.655
S4 3.805 3.983 4.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.874 4.489 0.385 8.2% 0.137 2.9% 56% True False 50,130
10 4.874 4.489 0.385 8.2% 0.111 2.4% 56% True False 37,048
20 4.874 4.308 0.566 12.0% 0.111 2.4% 70% True False 26,646
40 4.874 4.264 0.610 13.0% 0.105 2.2% 72% True False 18,742
60 4.874 4.264 0.610 13.0% 0.105 2.2% 72% True False 15,451
80 4.874 4.264 0.610 13.0% 0.108 2.3% 72% True False 12,999
100 4.874 4.239 0.635 13.5% 0.111 2.4% 73% True False 11,367
120 4.874 3.923 0.951 20.2% 0.104 2.2% 82% True False 9,815
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.754
2.618 5.416
1.618 5.209
1.000 5.081
0.618 5.002
HIGH 4.874
0.618 4.795
0.500 4.771
0.382 4.746
LOW 4.667
0.618 4.539
1.000 4.460
1.618 4.332
2.618 4.125
4.250 3.787
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 4.771 4.700
PP 4.749 4.695
S1 4.727 4.691

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

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