NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 4.417 4.348 -0.069 -1.6% 4.526
High 4.439 4.399 -0.040 -0.9% 4.582
Low 4.329 4.320 -0.009 -0.2% 4.357
Close 4.348 4.395 0.047 1.1% 4.389
Range 0.110 0.079 -0.031 -28.2% 0.225
ATR 0.111 0.108 -0.002 -2.0% 0.000
Volume 19,792 33,071 13,279 67.1% 113,691
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.608 4.581 4.438
R3 4.529 4.502 4.417
R2 4.450 4.450 4.409
R1 4.423 4.423 4.402 4.437
PP 4.371 4.371 4.371 4.378
S1 4.344 4.344 4.388 4.358
S2 4.292 4.292 4.381
S3 4.213 4.265 4.373
S4 4.134 4.186 4.352
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 4.470 4.320 0.150 3.4% 0.094 2.1% 50% False True 26,552
10 4.614 4.320 0.294 6.7% 0.105 2.4% 26% False True 24,885
20 4.874 4.320 0.554 12.6% 0.110 2.5% 14% False True 31,244
40 4.874 4.264 0.610 13.9% 0.110 2.5% 21% False False 23,462
60 4.874 4.264 0.610 13.9% 0.106 2.4% 21% False False 19,189
80 4.874 4.264 0.610 13.9% 0.103 2.3% 21% False False 15,885
100 4.874 4.264 0.610 13.9% 0.109 2.5% 21% False False 13,778
120 4.874 3.998 0.876 19.9% 0.108 2.5% 45% False False 12,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.606
1.618 4.527
1.000 4.478
0.618 4.448
HIGH 4.399
0.618 4.369
0.500 4.360
0.382 4.350
LOW 4.320
0.618 4.271
1.000 4.241
1.618 4.192
2.618 4.113
4.250 3.984
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 4.383 4.395
PP 4.371 4.394
S1 4.360 4.394

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

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