NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 4.335 4.223 -0.112 -2.6% 4.399
High 4.340 4.229 -0.111 -2.6% 4.470
Low 4.193 4.128 -0.065 -1.6% 4.320
Close 4.219 4.194 -0.025 -0.6% 4.353
Range 0.147 0.101 -0.046 -31.3% 0.150
ATR 0.109 0.109 -0.001 -0.5% 0.000
Volume 41,272 60,492 19,220 46.6% 136,644
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.487 4.441 4.250
R3 4.386 4.340 4.222
R2 4.285 4.285 4.213
R1 4.239 4.239 4.203 4.212
PP 4.184 4.184 4.184 4.170
S1 4.138 4.138 4.185 4.111
S2 4.083 4.083 4.175
S3 3.982 4.037 4.166
S4 3.881 3.936 4.138
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.831 4.742 4.436
R3 4.681 4.592 4.394
R2 4.531 4.531 4.381
R1 4.442 4.442 4.367 4.412
PP 4.381 4.381 4.381 4.366
S1 4.292 4.292 4.339 4.262
S2 4.231 4.231 4.326
S3 4.081 4.142 4.312
S4 3.931 3.992 4.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.439 4.128 0.311 7.4% 0.100 2.4% 21% False True 37,549
10 4.582 4.128 0.454 10.8% 0.104 2.5% 15% False True 31,053
20 4.874 4.128 0.746 17.8% 0.112 2.7% 9% False True 32,029
40 4.874 4.128 0.746 17.8% 0.108 2.6% 9% False True 25,877
60 4.874 4.128 0.746 17.8% 0.106 2.5% 9% False True 20,458
80 4.874 4.128 0.746 17.8% 0.102 2.4% 9% False True 17,261
100 4.874 4.128 0.746 17.8% 0.109 2.6% 9% False True 15,006
120 4.874 4.096 0.778 18.6% 0.109 2.6% 13% False False 13,192
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.658
2.618 4.493
1.618 4.392
1.000 4.330
0.618 4.291
HIGH 4.229
0.618 4.190
0.500 4.179
0.382 4.167
LOW 4.128
0.618 4.066
1.000 4.027
1.618 3.965
2.618 3.864
4.250 3.699
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 4.189 4.258
PP 4.184 4.237
S1 4.179 4.215

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

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