NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 4.404 4.465 0.061 1.4% 4.550
High 4.514 4.552 0.038 0.8% 4.550
Low 4.399 4.424 0.025 0.6% 4.296
Close 4.461 4.538 0.077 1.7% 4.414
Range 0.115 0.128 0.013 11.3% 0.254
ATR 0.114 0.115 0.001 0.9% 0.000
Volume 7,100 16,027 8,927 125.7% 80,223
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 4.889 4.841 4.608
R3 4.761 4.713 4.573
R2 4.633 4.633 4.561
R1 4.585 4.585 4.550 4.609
PP 4.505 4.505 4.505 4.517
S1 4.457 4.457 4.526 4.481
S2 4.377 4.377 4.515
S3 4.249 4.329 4.503
S4 4.121 4.201 4.468
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 5.182 5.052 4.554
R3 4.928 4.798 4.484
R2 4.674 4.674 4.461
R1 4.544 4.544 4.437 4.482
PP 4.420 4.420 4.420 4.389
S1 4.290 4.290 4.391 4.228
S2 4.166 4.166 4.367
S3 3.912 4.036 4.344
S4 3.658 3.782 4.274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.552 4.296 0.256 5.6% 0.113 2.5% 95% True False 13,964
10 4.837 4.296 0.541 11.9% 0.123 2.7% 45% False False 15,780
20 4.870 4.296 0.574 12.6% 0.112 2.5% 42% False False 12,539
40 4.870 4.296 0.574 12.6% 0.111 2.5% 42% False False 10,848
60 4.870 4.296 0.574 12.6% 0.110 2.4% 42% False False 9,354
80 4.891 4.266 0.625 13.8% 0.116 2.6% 44% False False 8,475
100 4.891 3.921 0.970 21.4% 0.110 2.4% 64% False False 7,191
120 4.891 3.855 1.036 22.8% 0.101 2.2% 66% False False 6,407
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 5.096
2.618 4.887
1.618 4.759
1.000 4.680
0.618 4.631
HIGH 4.552
0.618 4.503
0.500 4.488
0.382 4.473
LOW 4.424
0.618 4.345
1.000 4.296
1.618 4.217
2.618 4.089
4.250 3.880
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 4.521 4.517
PP 4.505 4.496
S1 4.488 4.476

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

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