NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 3.830 3.771 -0.059 -1.5% 3.813
High 3.832 3.833 0.001 0.0% 3.905
Low 3.785 3.770 -0.015 -0.4% 3.784
Close 3.787 3.829 0.042 1.1% 3.799
Range 0.047 0.063 0.016 34.0% 0.121
ATR
Volume 503 1,234 731 145.3% 6,484
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.000 3.977 3.864
R3 3.937 3.914 3.846
R2 3.874 3.874 3.841
R1 3.851 3.851 3.835 3.863
PP 3.811 3.811 3.811 3.816
S1 3.788 3.788 3.823 3.800
S2 3.748 3.748 3.817
S3 3.685 3.725 3.812
S4 3.622 3.662 3.794
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 4.192 4.117 3.866
R3 4.071 3.996 3.832
R2 3.950 3.950 3.821
R1 3.875 3.875 3.810 3.852
PP 3.829 3.829 3.829 3.818
S1 3.754 3.754 3.788 3.731
S2 3.708 3.708 3.777
S3 3.587 3.633 3.766
S4 3.466 3.512 3.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.895 3.770 0.125 3.3% 0.051 1.3% 47% False True 1,154
10 3.905 3.752 0.153 4.0% 0.053 1.4% 50% False False 1,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.101
2.618 3.998
1.618 3.935
1.000 3.896
0.618 3.872
HIGH 3.833
0.618 3.809
0.500 3.802
0.382 3.794
LOW 3.770
0.618 3.731
1.000 3.707
1.618 3.668
2.618 3.605
4.250 3.502
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 3.820 3.820
PP 3.811 3.811
S1 3.802 3.802

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

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