NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 4.551 4.617 0.066 1.5% 4.404
High 4.620 4.662 0.042 0.9% 4.665
Low 4.522 4.593 0.071 1.6% 4.364
Close 4.612 4.629 0.017 0.4% 4.542
Range 0.098 0.069 -0.029 -29.6% 0.301
ATR 0.119 0.116 -0.004 -3.0% 0.000
Volume 83,380 81,594 -1,786 -2.1% 455,376
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.835 4.801 4.667
R3 4.766 4.732 4.648
R2 4.697 4.697 4.642
R1 4.663 4.663 4.635 4.680
PP 4.628 4.628 4.628 4.637
S1 4.594 4.594 4.623 4.611
S2 4.559 4.559 4.616
S3 4.490 4.525 4.610
S4 4.421 4.456 4.591
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5.427 5.285 4.708
R3 5.126 4.984 4.625
R2 4.825 4.825 4.597
R1 4.683 4.683 4.570 4.754
PP 4.524 4.524 4.524 4.559
S1 4.382 4.382 4.514 4.453
S2 4.223 4.223 4.487
S3 3.922 4.081 4.459
S4 3.621 3.780 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.665 4.488 0.177 3.8% 0.109 2.4% 80% False False 105,215
10 4.665 4.350 0.315 6.8% 0.116 2.5% 89% False False 92,510
20 4.844 4.297 0.547 11.8% 0.120 2.6% 61% False False 72,230
40 4.877 4.297 0.580 12.5% 0.114 2.5% 57% False False 52,640
60 4.877 4.293 0.584 12.6% 0.113 2.4% 58% False False 39,596
80 4.915 4.293 0.622 13.4% 0.121 2.6% 54% False False 33,024
100 4.915 3.910 1.005 21.7% 0.119 2.6% 72% False False 27,947
120 4.915 3.910 1.005 21.7% 0.111 2.4% 72% False False 23,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.955
2.618 4.843
1.618 4.774
1.000 4.731
0.618 4.705
HIGH 4.662
0.618 4.636
0.500 4.628
0.382 4.619
LOW 4.593
0.618 4.550
1.000 4.524
1.618 4.481
2.618 4.412
4.250 4.300
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 4.629 4.611
PP 4.628 4.593
S1 4.628 4.576

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

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