NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 4.650 4.572 -0.078 -1.7% 4.757
High 4.700 4.614 -0.086 -1.8% 4.886
Low 4.559 4.516 -0.043 -0.9% 4.516
Close 4.584 4.531 -0.053 -1.2% 4.531
Range 0.141 0.098 -0.043 -30.5% 0.370
ATR 0.122 0.120 -0.002 -1.4% 0.000
Volume 155,814 76,734 -79,080 -50.8% 508,336
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.848 4.787 4.585
R3 4.750 4.689 4.558
R2 4.652 4.652 4.549
R1 4.591 4.591 4.540 4.573
PP 4.554 4.554 4.554 4.544
S1 4.493 4.493 4.522 4.475
S2 4.456 4.456 4.513
S3 4.358 4.395 4.504
S4 4.260 4.297 4.477
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.754 5.513 4.735
R3 5.384 5.143 4.633
R2 5.014 5.014 4.599
R1 4.773 4.773 4.565 4.709
PP 4.644 4.644 4.644 4.612
S1 4.403 4.403 4.497 4.339
S2 4.274 4.274 4.463
S3 3.904 4.033 4.429
S4 3.534 3.663 4.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.886 4.516 0.370 8.2% 0.130 2.9% 4% False True 101,667
10 4.886 4.504 0.382 8.4% 0.127 2.8% 7% False False 124,509
20 4.886 4.360 0.526 11.6% 0.115 2.5% 33% False False 112,569
40 4.886 4.297 0.589 13.0% 0.118 2.6% 40% False False 80,367
60 4.886 4.293 0.593 13.1% 0.117 2.6% 40% False False 63,431
80 4.886 4.293 0.593 13.1% 0.116 2.6% 40% False False 50,597
100 4.915 4.293 0.622 13.7% 0.122 2.7% 38% False False 42,824
120 4.915 3.910 1.005 22.2% 0.117 2.6% 62% False False 36,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.031
2.618 4.871
1.618 4.773
1.000 4.712
0.618 4.675
HIGH 4.614
0.618 4.577
0.500 4.565
0.382 4.553
LOW 4.516
0.618 4.455
1.000 4.418
1.618 4.357
2.618 4.259
4.250 4.100
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 4.565 4.645
PP 4.554 4.607
S1 4.542 4.569

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

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