NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 4.714 4.630 -0.084 -1.8% 4.551
High 4.743 4.636 -0.107 -2.3% 4.736
Low 4.630 4.520 -0.110 -2.4% 4.522
Close 4.645 4.530 -0.115 -2.5% 4.710
Range 0.113 0.116 0.003 2.7% 0.214
ATR 0.111 0.112 0.001 0.9% 0.000
Volume 131,645 151,782 20,137 15.3% 502,562
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.910 4.836 4.594
R3 4.794 4.720 4.562
R2 4.678 4.678 4.551
R1 4.604 4.604 4.541 4.583
PP 4.562 4.562 4.562 4.552
S1 4.488 4.488 4.519 4.467
S2 4.446 4.446 4.509
S3 4.330 4.372 4.498
S4 4.214 4.256 4.466
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 4.743 4.520 0.223 4.9% 0.100 2.2% 4% False True 124,203
10 4.743 4.488 0.255 5.6% 0.105 2.3% 16% False False 114,709
20 4.743 4.297 0.446 9.8% 0.112 2.5% 52% False False 90,181
40 4.877 4.297 0.580 12.8% 0.114 2.5% 40% False False 61,859
60 4.877 4.293 0.584 12.9% 0.112 2.5% 41% False False 48,846
80 4.915 4.293 0.622 13.7% 0.120 2.6% 38% False False 39,919
100 4.915 4.090 0.825 18.2% 0.120 2.6% 53% False False 33,828
120 4.915 3.910 1.005 22.2% 0.112 2.5% 62% False False 28,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.129
2.618 4.940
1.618 4.824
1.000 4.752
0.618 4.708
HIGH 4.636
0.618 4.592
0.500 4.578
0.382 4.564
LOW 4.520
0.618 4.448
1.000 4.404
1.618 4.332
2.618 4.216
4.250 4.027
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 4.578 4.632
PP 4.562 4.598
S1 4.546 4.564

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

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