NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 4.376 4.388 0.012 0.3% 4.771
High 4.405 4.516 0.111 2.5% 4.844
Low 4.345 4.297 -0.048 -1.1% 4.511
Close 4.371 4.478 0.107 2.4% 4.540
Range 0.060 0.219 0.159 265.0% 0.333
ATR 0.115 0.122 0.007 6.5% 0.000
Volume 44,376 61,098 16,722 37.7% 220,537
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 5.087 5.002 4.598
R3 4.868 4.783 4.538
R2 4.649 4.649 4.518
R1 4.564 4.564 4.498 4.607
PP 4.430 4.430 4.430 4.452
S1 4.345 4.345 4.458 4.388
S2 4.211 4.211 4.438
S3 3.992 4.126 4.418
S4 3.773 3.907 4.358
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 5.631 5.418 4.723
R3 5.298 5.085 4.632
R2 4.965 4.965 4.601
R1 4.752 4.752 4.571 4.692
PP 4.632 4.632 4.632 4.602
S1 4.419 4.419 4.509 4.359
S2 4.299 4.299 4.479
S3 3.966 4.086 4.448
S4 3.633 3.753 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.610 4.297 0.313 7.0% 0.130 2.9% 58% False True 60,158
10 4.844 4.297 0.547 12.2% 0.127 2.8% 33% False True 50,152
20 4.877 4.297 0.580 13.0% 0.122 2.7% 31% False True 37,674
40 4.877 4.293 0.584 13.0% 0.116 2.6% 32% False False 32,021
60 4.915 4.293 0.622 13.9% 0.123 2.7% 30% False False 25,453
80 4.915 4.235 0.680 15.2% 0.123 2.8% 36% False False 21,778
100 4.915 3.910 1.005 22.4% 0.115 2.6% 57% False False 18,277
120 4.915 3.783 1.132 25.3% 0.105 2.4% 61% False False 15,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.447
2.618 5.089
1.618 4.870
1.000 4.735
0.618 4.651
HIGH 4.516
0.618 4.432
0.500 4.407
0.382 4.381
LOW 4.297
0.618 4.162
1.000 4.078
1.618 3.943
2.618 3.724
4.250 3.366
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 4.454 4.454
PP 4.430 4.430
S1 4.407 4.407

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

View Archives - Comment on this page... - Back to Index of Symbols