NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 4.477 4.535 0.058 1.3% 4.541
High 4.568 4.578 0.010 0.2% 4.555
Low 4.436 4.470 0.034 0.8% 4.297
Close 4.553 4.478 -0.075 -1.6% 4.421
Range 0.132 0.108 -0.024 -18.2% 0.258
ATR 0.119 0.119 -0.001 -0.7% 0.000
Volume 70,546 64,324 -6,222 -8.8% 278,810
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 4.833 4.763 4.537
R3 4.725 4.655 4.508
R2 4.617 4.617 4.498
R1 4.547 4.547 4.488 4.528
PP 4.509 4.509 4.509 4.499
S1 4.439 4.439 4.468 4.420
S2 4.401 4.401 4.458
S3 4.293 4.331 4.448
S4 4.185 4.223 4.419
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 5.198 5.068 4.563
R3 4.940 4.810 4.492
R2 4.682 4.682 4.468
R1 4.552 4.552 4.445 4.488
PP 4.424 4.424 4.424 4.393
S1 4.294 4.294 4.397 4.230
S2 4.166 4.166 4.374
S3 3.908 4.036 4.350
S4 3.650 3.778 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.578 4.297 0.281 6.3% 0.127 2.8% 64% True False 54,758
10 4.766 4.297 0.469 10.5% 0.126 2.8% 39% False False 58,780
20 4.877 4.297 0.580 13.0% 0.118 2.6% 31% False False 43,097
40 4.877 4.293 0.584 13.0% 0.116 2.6% 32% False False 36,301
60 4.877 4.293 0.584 13.0% 0.116 2.6% 32% False False 28,166
80 4.915 4.277 0.638 14.2% 0.122 2.7% 32% False False 23,988
100 4.915 3.910 1.005 22.4% 0.117 2.6% 57% False False 20,285
120 4.915 3.887 1.028 23.0% 0.107 2.4% 57% False False 17,617
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.861
1.618 4.753
1.000 4.686
0.618 4.645
HIGH 4.578
0.618 4.537
0.500 4.524
0.382 4.511
LOW 4.470
0.618 4.403
1.000 4.362
1.618 4.295
2.618 4.187
4.250 4.011
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 4.524 4.489
PP 4.509 4.485
S1 4.493 4.482

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

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