NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 4.372 4.384 0.012 0.3% 4.775
High 4.403 4.509 0.106 2.4% 4.827
Low 4.339 4.289 -0.050 -1.2% 4.498
Close 4.367 4.469 0.102 2.3% 4.531
Range 0.064 0.220 0.156 243.8% 0.329
ATR 0.118 0.125 0.007 6.2% 0.000
Volume 73,564 126,594 53,030 72.1% 515,720
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 5.082 4.996 4.590
R3 4.862 4.776 4.530
R2 4.642 4.642 4.509
R1 4.556 4.556 4.489 4.599
PP 4.422 4.422 4.422 4.444
S1 4.336 4.336 4.449 4.379
S2 4.202 4.202 4.429
S3 3.982 4.116 4.409
S4 3.762 3.896 4.348
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 5.606 5.397 4.712
R3 5.277 5.068 4.621
R2 4.948 4.948 4.591
R1 4.739 4.739 4.561 4.679
PP 4.619 4.619 4.619 4.589
S1 4.410 4.410 4.501 4.350
S2 4.290 4.290 4.471
S3 3.961 4.081 4.441
S4 3.632 3.752 4.350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.289 0.309 6.9% 0.132 2.9% 58% False True 106,213
10 4.827 4.289 0.538 12.0% 0.131 2.9% 33% False True 101,191
20 4.852 4.289 0.563 12.6% 0.125 2.8% 32% False True 88,193
40 4.852 4.255 0.597 13.4% 0.120 2.7% 36% False False 59,851
60 4.893 4.255 0.638 14.3% 0.127 2.8% 34% False False 45,118
80 4.893 4.194 0.699 15.6% 0.129 2.9% 39% False False 37,624
100 4.893 3.874 1.019 22.8% 0.120 2.7% 58% False False 31,400
120 4.893 3.742 1.151 25.8% 0.111 2.5% 63% False False 27,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.444
2.618 5.085
1.618 4.865
1.000 4.729
0.618 4.645
HIGH 4.509
0.618 4.425
0.500 4.399
0.382 4.373
LOW 4.289
0.618 4.153
1.000 4.069
1.618 3.933
2.618 3.713
4.250 3.354
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 4.446 4.446
PP 4.422 4.422
S1 4.399 4.399

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

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