NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 4.615 4.640 0.025 0.5% 4.404
High 4.653 4.723 0.070 1.5% 4.665
Low 4.576 4.586 0.010 0.2% 4.364
Close 4.640 4.701 0.061 1.3% 4.542
Range 0.077 0.137 0.060 77.9% 0.301
ATR 0.113 0.115 0.002 1.5% 0.000
Volume 74,951 153,427 78,476 104.7% 455,376
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.081 5.028 4.776
R3 4.944 4.891 4.739
R2 4.807 4.807 4.726
R1 4.754 4.754 4.714 4.781
PP 4.670 4.670 4.670 4.683
S1 4.617 4.617 4.688 4.644
S2 4.533 4.533 4.676
S3 4.396 4.480 4.663
S4 4.259 4.343 4.626
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 4.723 4.489 0.234 5.0% 0.097 2.1% 91% True False 98,963
10 4.723 4.350 0.373 7.9% 0.113 2.4% 94% True False 101,861
20 4.766 4.297 0.469 10.0% 0.120 2.5% 86% False False 80,321
40 4.877 4.297 0.580 12.3% 0.115 2.4% 70% False False 56,469
60 4.877 4.293 0.584 12.4% 0.113 2.4% 70% False False 42,977
80 4.915 4.293 0.622 13.2% 0.121 2.6% 66% False False 35,556
100 4.915 3.998 0.917 19.5% 0.119 2.5% 77% False False 30,106
120 4.915 3.910 1.005 21.4% 0.112 2.4% 79% False False 25,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.305
2.618 5.082
1.618 4.945
1.000 4.860
0.618 4.808
HIGH 4.723
0.618 4.671
0.500 4.655
0.382 4.638
LOW 4.586
0.618 4.501
1.000 4.449
1.618 4.364
2.618 4.227
4.250 4.004
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 4.686 4.684
PP 4.670 4.667
S1 4.655 4.650

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

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