NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 4.702 4.628 -0.074 -1.6% 4.950
High 4.723 4.706 -0.017 -0.4% 5.027
Low 4.629 4.627 -0.002 0.0% 4.688
Close 4.634 4.689 0.055 1.2% 4.703
Range 0.094 0.079 -0.015 -16.0% 0.339
ATR 0.099 0.097 -0.001 -1.4% 0.000
Volume 12,628 11,505 -1,123 -8.9% 50,190
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.911 4.879 4.732
R3 4.832 4.800 4.711
R2 4.753 4.753 4.703
R1 4.721 4.721 4.696 4.737
PP 4.674 4.674 4.674 4.682
S1 4.642 4.642 4.682 4.658
S2 4.595 4.595 4.675
S3 4.516 4.563 4.667
S4 4.437 4.484 4.646
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.823 5.602 4.889
R3 5.484 5.263 4.796
R2 5.145 5.145 4.765
R1 4.924 4.924 4.734 4.865
PP 4.806 4.806 4.806 4.777
S1 4.585 4.585 4.672 4.526
S2 4.467 4.467 4.641
S3 4.128 4.246 4.610
S4 3.789 3.907 4.517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.915 4.627 0.288 6.1% 0.096 2.1% 22% False True 10,424
10 5.027 4.627 0.400 8.5% 0.102 2.2% 16% False True 11,841
20 5.027 4.610 0.417 8.9% 0.093 2.0% 19% False False 11,661
40 5.052 4.500 0.552 11.8% 0.095 2.0% 34% False False 10,361
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 True
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.042
2.618 4.913
1.618 4.834
1.000 4.785
0.618 4.755
HIGH 4.706
0.618 4.676
0.500 4.667
0.382 4.657
LOW 4.627
0.618 4.578
1.000 4.548
1.618 4.499
2.618 4.420
4.250 4.291
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 4.682 4.695
PP 4.674 4.693
S1 4.667 4.691

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

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