NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 4.707 4.704 -0.003 -0.1% 4.714
High 4.739 4.773 0.034 0.7% 4.793
Low 4.672 4.646 -0.026 -0.6% 4.504
Close 4.709 4.659 -0.050 -1.1% 4.739
Range 0.067 0.127 0.060 89.6% 0.289
ATR 0.120 0.120 0.001 0.4% 0.000
Volume 77,371 84,964 7,593 9.8% 736,757
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.074 4.993 4.729
R3 4.947 4.866 4.694
R2 4.820 4.820 4.682
R1 4.739 4.739 4.671 4.716
PP 4.693 4.693 4.693 4.681
S1 4.612 4.612 4.647 4.589
S2 4.566 4.566 4.636
S3 4.439 4.485 4.624
S4 4.312 4.358 4.589
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.546 5.431 4.898
R3 5.257 5.142 4.818
R2 4.968 4.968 4.792
R1 4.853 4.853 4.765 4.911
PP 4.679 4.679 4.679 4.707
S1 4.564 4.564 4.713 4.622
S2 4.390 4.390 4.686
S3 4.101 4.275 4.660
S4 3.812 3.986 4.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.886 4.520 0.366 7.9% 0.147 3.2% 38% False False 123,372
10 4.886 4.504 0.382 8.2% 0.123 2.6% 41% False False 127,518
20 4.886 4.350 0.536 11.5% 0.117 2.5% 58% False False 110,234
40 4.886 4.297 0.589 12.6% 0.116 2.5% 61% False False 75,575
60 4.886 4.293 0.593 12.7% 0.117 2.5% 62% False False 60,021
80 4.886 4.293 0.593 12.7% 0.117 2.5% 62% False False 48,074
100 4.915 4.267 0.648 13.9% 0.122 2.6% 60% False False 40,756
120 4.915 3.910 1.005 21.6% 0.116 2.5% 75% False False 34,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.313
2.618 5.105
1.618 4.978
1.000 4.900
0.618 4.851
HIGH 4.773
0.618 4.724
0.500 4.710
0.382 4.695
LOW 4.646
0.618 4.568
1.000 4.519
1.618 4.441
2.618 4.314
4.250 4.106
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 4.710 4.766
PP 4.693 4.730
S1 4.676 4.695

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

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