NYMEX Natural Gas Future June 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 4.414 4.474 0.060 1.4% 4.535
High 4.523 4.570 0.047 1.0% 4.549
Low 4.390 4.430 0.040 0.9% 4.289
Close 4.470 4.552 0.082 1.8% 4.413
Range 0.133 0.140 0.007 5.3% 0.260
ATR 0.122 0.123 0.001 1.1% 0.000
Volume 78,205 103,254 25,049 32.0% 489,114
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 4.937 4.885 4.629
R3 4.797 4.745 4.591
R2 4.657 4.657 4.578
R1 4.605 4.605 4.565 4.631
PP 4.517 4.517 4.517 4.531
S1 4.465 4.465 4.539 4.491
S2 4.377 4.377 4.526
S3 4.237 4.325 4.514
S4 4.097 4.185 4.475
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 4.570 4.289 0.281 6.2% 0.122 2.7% 94% True False 87,391
10 4.827 4.289 0.538 11.8% 0.130 2.9% 49% False False 102,631
20 4.852 4.289 0.563 12.4% 0.120 2.6% 47% False False 90,201
40 4.852 4.255 0.597 13.1% 0.121 2.7% 50% False False 64,876
60 4.852 4.255 0.597 13.1% 0.121 2.7% 50% False False 48,298
80 4.893 4.234 0.659 14.5% 0.129 2.8% 48% False False 40,154
100 4.893 3.874 1.019 22.4% 0.122 2.7% 67% False False 33,600
120 4.893 3.815 1.078 23.7% 0.112 2.5% 68% False False 28,951
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.165
2.618 4.937
1.618 4.797
1.000 4.710
0.618 4.657
HIGH 4.570
0.618 4.517
0.500 4.500
0.382 4.483
LOW 4.430
0.618 4.343
1.000 4.290
1.618 4.203
2.618 4.063
4.250 3.835
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 4.535 4.528
PP 4.517 4.504
S1 4.500 4.480

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

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