NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 4.449 4.414 -0.035 -0.8% 4.535
High 4.458 4.523 0.065 1.5% 4.549
Low 4.407 4.390 -0.017 -0.4% 4.289
Close 4.413 4.470 0.057 1.3% 4.413
Range 0.051 0.133 0.082 160.8% 0.260
ATR 0.121 0.122 0.001 0.7% 0.000
Volume 55,340 78,205 22,865 41.3% 489,114
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 4.860 4.798 4.543
R3 4.727 4.665 4.507
R2 4.594 4.594 4.494
R1 4.532 4.532 4.482 4.563
PP 4.461 4.461 4.461 4.477
S1 4.399 4.399 4.458 4.430
S2 4.328 4.328 4.446
S3 4.195 4.266 4.433
S4 4.062 4.133 4.397
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 5.197 5.065 4.556
R3 4.937 4.805 4.485
R2 4.677 4.677 4.461
R1 4.545 4.545 4.437 4.481
PP 4.417 4.417 4.417 4.385
S1 4.285 4.285 4.389 4.221
S2 4.157 4.157 4.365
S3 3.897 4.025 4.342
S4 3.637 3.765 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.523 4.289 0.234 5.2% 0.118 2.6% 77% True False 91,614
10 4.827 4.289 0.538 12.0% 0.127 2.8% 34% False False 102,180
20 4.852 4.289 0.563 12.6% 0.117 2.6% 32% False False 87,496
40 4.852 4.255 0.597 13.4% 0.120 2.7% 36% False False 62,572
60 4.893 4.255 0.638 14.3% 0.125 2.8% 34% False False 46,805
80 4.893 4.234 0.659 14.7% 0.128 2.9% 36% False False 39,079
100 4.893 3.874 1.019 22.8% 0.121 2.7% 58% False False 32,603
120 4.893 3.815 1.078 24.1% 0.112 2.5% 61% False False 28,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.871
1.618 4.738
1.000 4.656
0.618 4.605
HIGH 4.523
0.618 4.472
0.500 4.457
0.382 4.441
LOW 4.390
0.618 4.308
1.000 4.257
1.618 4.175
2.618 4.042
4.250 3.825
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 4.466 4.449
PP 4.461 4.427
S1 4.457 4.406

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

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