NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 4.522 4.437 -0.085 -1.9% 4.757
High 4.577 4.556 -0.021 -0.5% 4.886
Low 4.436 4.431 -0.005 -0.1% 4.516
Close 4.446 4.535 0.089 2.0% 4.531
Range 0.141 0.125 -0.016 -11.3% 0.370
ATR 0.121 0.122 0.000 0.2% 0.000
Volume 67,383 57,868 -9,515 -14.1% 508,336
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.882 4.834 4.604
R3 4.757 4.709 4.569
R2 4.632 4.632 4.558
R1 4.584 4.584 4.546 4.608
PP 4.507 4.507 4.507 4.520
S1 4.459 4.459 4.524 4.483
S2 4.382 4.382 4.512
S3 4.257 4.334 4.501
S4 4.132 4.209 4.466
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 4.773 4.431 0.342 7.5% 0.126 2.8% 30% False True 88,552
10 4.886 4.431 0.455 10.0% 0.131 2.9% 23% False True 108,691
20 4.886 4.431 0.455 10.0% 0.118 2.6% 23% False True 111,700
40 4.886 4.297 0.589 13.0% 0.118 2.6% 40% False False 82,586
60 4.886 4.293 0.593 13.1% 0.117 2.6% 41% False False 64,992
80 4.886 4.293 0.593 13.1% 0.116 2.6% 41% False False 51,778
100 4.915 4.293 0.622 13.7% 0.121 2.7% 39% False False 43,933
120 4.915 3.910 1.005 22.2% 0.119 2.6% 62% False False 37,671
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 4.883
1.618 4.758
1.000 4.681
0.618 4.633
HIGH 4.556
0.618 4.508
0.500 4.494
0.382 4.479
LOW 4.431
0.618 4.354
1.000 4.306
1.618 4.229
2.618 4.104
4.250 3.900
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 4.521 4.531
PP 4.507 4.527
S1 4.494 4.523

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

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