NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 4.640 4.701 0.061 1.3% 4.551
High 4.723 4.736 0.013 0.3% 4.736
Low 4.586 4.679 0.093 2.0% 4.522
Close 4.701 4.710 0.009 0.2% 4.710
Range 0.137 0.057 -0.080 -58.4% 0.214
ATR 0.115 0.111 -0.004 -3.6% 0.000
Volume 153,427 109,210 -44,217 -28.8% 502,562
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.879 4.852 4.741
R3 4.822 4.795 4.726
R2 4.765 4.765 4.720
R1 4.738 4.738 4.715 4.752
PP 4.708 4.708 4.708 4.715
S1 4.681 4.681 4.705 4.695
S2 4.651 4.651 4.700
S3 4.594 4.624 4.694
S4 4.537 4.567 4.679
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.298 5.218 4.828
R3 5.084 5.004 4.769
R2 4.870 4.870 4.749
R1 4.790 4.790 4.730 4.830
PP 4.656 4.656 4.656 4.676
S1 4.576 4.576 4.690 4.616
S2 4.442 4.442 4.671
S3 4.228 4.362 4.651
S4 4.014 4.148 4.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.736 4.522 0.214 4.5% 0.088 1.9% 88% True False 100,512
10 4.736 4.360 0.376 8.0% 0.102 2.2% 93% True False 100,629
20 4.736 4.297 0.439 9.3% 0.113 2.4% 94% True False 82,065
40 4.877 4.297 0.580 12.3% 0.114 2.4% 71% False False 57,812
60 4.877 4.293 0.584 12.4% 0.111 2.4% 71% False False 44,636
80 4.915 4.293 0.622 13.2% 0.119 2.5% 67% False False 36,788
100 4.915 4.083 0.832 17.7% 0.119 2.5% 75% False False 31,134
120 4.915 3.910 1.005 21.3% 0.112 2.4% 80% False False 26,564
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.978
2.618 4.885
1.618 4.828
1.000 4.793
0.618 4.771
HIGH 4.736
0.618 4.714
0.500 4.708
0.382 4.701
LOW 4.679
0.618 4.644
1.000 4.622
1.618 4.587
2.618 4.530
4.250 4.437
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 4.709 4.692
PP 4.708 4.674
S1 4.708 4.656

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

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