NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 4.645 4.572 -0.073 -1.6% 4.780
High 4.695 4.614 -0.081 -1.7% 4.874
Low 4.570 4.528 -0.042 -0.9% 4.528
Close 4.588 4.539 -0.049 -1.1% 4.539
Range 0.125 0.086 -0.039 -31.2% 0.346
ATR 0.113 0.111 -0.002 -1.7% 0.000
Volume 17,083 31,639 14,556 85.2% 117,217
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.818 4.765 4.586
R3 4.732 4.679 4.563
R2 4.646 4.646 4.555
R1 4.593 4.593 4.547 4.577
PP 4.560 4.560 4.560 4.552
S1 4.507 4.507 4.531 4.491
S2 4.474 4.474 4.523
S3 4.388 4.421 4.515
S4 4.302 4.335 4.492
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.685 5.458 4.729
R3 5.339 5.112 4.634
R2 4.993 4.993 4.602
R1 4.766 4.766 4.571 4.707
PP 4.647 4.647 4.647 4.617
S1 4.420 4.420 4.507 4.361
S2 4.301 4.301 4.476
S3 3.955 4.074 4.444
S4 3.609 3.728 4.349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.874 4.528 0.346 7.6% 0.119 2.6% 3% False True 23,443
10 4.874 4.489 0.385 8.5% 0.118 2.6% 13% False False 38,406
20 4.874 4.321 0.553 12.2% 0.107 2.3% 39% False False 28,460
40 4.874 4.264 0.610 13.4% 0.107 2.4% 45% False False 20,034
60 4.874 4.264 0.610 13.4% 0.106 2.3% 45% False False 16,582
80 4.874 4.264 0.610 13.4% 0.104 2.3% 45% False False 13,770
100 4.874 4.264 0.610 13.4% 0.110 2.4% 45% False False 12,043
120 4.874 3.923 0.951 21.0% 0.106 2.3% 65% False False 10,500
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.839
1.618 4.753
1.000 4.700
0.618 4.667
HIGH 4.614
0.618 4.581
0.500 4.571
0.382 4.561
LOW 4.528
0.618 4.475
1.000 4.442
1.618 4.389
2.618 4.303
4.250 4.163
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 4.571 4.646
PP 4.560 4.610
S1 4.550 4.575

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

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