NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 4.399 4.420 0.021 0.5% 4.526
High 4.470 4.467 -0.003 -0.1% 4.582
Low 4.360 4.382 0.022 0.5% 4.357
Close 4.440 4.436 -0.004 -0.1% 4.389
Range 0.110 0.085 -0.025 -22.7% 0.225
ATR 0.113 0.111 -0.002 -1.8% 0.000
Volume 22,610 28,052 5,442 24.1% 113,691
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.683 4.645 4.483
R3 4.598 4.560 4.459
R2 4.513 4.513 4.452
R1 4.475 4.475 4.444 4.494
PP 4.428 4.428 4.428 4.438
S1 4.390 4.390 4.428 4.409
S2 4.343 4.343 4.420
S3 4.258 4.305 4.413
S4 4.173 4.220 4.389
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.118 4.978 4.513
R3 4.893 4.753 4.451
R2 4.668 4.668 4.430
R1 4.528 4.528 4.410 4.486
PP 4.443 4.443 4.443 4.421
S1 4.303 4.303 4.368 4.261
S2 4.218 4.218 4.348
S3 3.993 4.078 4.327
S4 3.768 3.853 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.582 4.357 0.225 5.1% 0.109 2.5% 35% False False 24,558
10 4.764 4.357 0.407 9.2% 0.111 2.5% 19% False False 22,946
20 4.874 4.357 0.517 11.7% 0.110 2.5% 15% False False 30,223
40 4.874 4.264 0.610 13.8% 0.110 2.5% 28% False False 22,701
60 4.874 4.264 0.610 13.8% 0.105 2.4% 28% False False 18,605
80 4.874 4.264 0.610 13.8% 0.103 2.3% 28% False False 15,385
100 4.874 4.264 0.610 13.8% 0.109 2.5% 28% False False 13,369
120 4.874 3.923 0.951 21.4% 0.108 2.4% 54% False False 11,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.690
1.618 4.605
1.000 4.552
0.618 4.520
HIGH 4.467
0.618 4.435
0.500 4.425
0.382 4.414
LOW 4.382
0.618 4.329
1.000 4.297
1.618 4.244
2.618 4.159
4.250 4.021
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 4.432 4.429
PP 4.428 4.421
S1 4.425 4.414

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

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