NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 4.535 4.526 -0.009 -0.2% 4.551
High 4.573 4.769 0.196 4.3% 4.736
Low 4.504 4.520 0.016 0.4% 4.522
Close 4.508 4.762 0.254 5.6% 4.710
Range 0.069 0.249 0.180 260.9% 0.214
ATR 0.109 0.120 0.011 10.0% 0.000
Volume 112,255 229,855 117,600 104.8% 502,562
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.431 5.345 4.899
R3 5.182 5.096 4.830
R2 4.933 4.933 4.808
R1 4.847 4.847 4.785 4.890
PP 4.684 4.684 4.684 4.705
S1 4.598 4.598 4.739 4.641
S2 4.435 4.435 4.716
S3 4.186 4.349 4.694
S4 3.937 4.100 4.625
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 4.769 4.504 0.265 5.6% 0.121 2.5% 97% True False 146,949
10 4.769 4.489 0.280 5.9% 0.109 2.3% 98% True False 122,956
20 4.769 4.297 0.472 9.9% 0.119 2.5% 99% True False 101,357
40 4.877 4.297 0.580 12.2% 0.117 2.4% 80% False False 68,587
60 4.877 4.293 0.584 12.3% 0.114 2.4% 80% False False 54,277
80 4.915 4.293 0.622 13.1% 0.121 2.5% 75% False False 43,764
100 4.915 4.090 0.825 17.3% 0.122 2.6% 81% False False 37,153
120 4.915 3.910 1.005 21.1% 0.114 2.4% 85% False False 31,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.827
2.618 5.421
1.618 5.172
1.000 5.018
0.618 4.923
HIGH 4.769
0.618 4.674
0.500 4.645
0.382 4.615
LOW 4.520
0.618 4.366
1.000 4.271
1.618 4.117
2.618 3.868
4.250 3.462
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.723 4.720
PP 4.684 4.678
S1 4.645 4.637

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

View Archives - Comment on this page... - Back to Index of Symbols