NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 4.592 4.788 0.196 4.3% 4.676
High 4.784 4.830 0.046 1.0% 4.784
Low 4.541 4.733 0.192 4.2% 4.541
Close 4.780 4.742 -0.038 -0.8% 4.780
Range 0.243 0.097 -0.146 -60.1% 0.243
ATR 0.121 0.120 -0.002 -1.4% 0.000
Volume 15,732 47,203 31,471 200.0% 112,698
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.059 4.998 4.795
R3 4.962 4.901 4.769
R2 4.865 4.865 4.760
R1 4.804 4.804 4.751 4.786
PP 4.768 4.768 4.768 4.760
S1 4.707 4.707 4.733 4.689
S2 4.671 4.671 4.724
S3 4.574 4.610 4.715
S4 4.477 4.513 4.689
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.431 5.348 4.914
R3 5.188 5.105 4.847
R2 4.945 4.945 4.825
R1 4.862 4.862 4.802 4.904
PP 4.702 4.702 4.702 4.722
S1 4.619 4.619 4.758 4.661
S2 4.459 4.459 4.735
S3 4.216 4.376 4.713
S4 3.973 4.133 4.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.830 4.541 0.289 6.1% 0.124 2.6% 70% True False 31,980
10 4.830 4.497 0.333 7.0% 0.112 2.4% 74% True False 41,212
20 4.830 4.293 0.537 11.3% 0.118 2.5% 84% True False 28,475
40 4.915 4.293 0.622 13.1% 0.125 2.6% 72% False False 20,285
60 4.915 4.267 0.648 13.7% 0.126 2.7% 73% False False 17,355
80 4.915 3.910 1.005 21.2% 0.116 2.4% 83% False False 14,110
100 4.915 3.845 1.070 22.6% 0.105 2.2% 84% False False 12,166
120 4.915 3.581 1.334 28.1% 0.097 2.0% 87% False False 10,449
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 True
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.242
2.618 5.084
1.618 4.987
1.000 4.927
0.618 4.890
HIGH 4.830
0.618 4.793
0.500 4.782
0.382 4.770
LOW 4.733
0.618 4.673
1.000 4.636
1.618 4.576
2.618 4.479
4.250 4.321
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 4.782 4.723
PP 4.768 4.704
S1 4.755 4.686

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

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