NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 4.474 4.536 0.062 1.4% 4.535
High 4.570 4.575 0.005 0.1% 4.549
Low 4.430 4.466 0.036 0.8% 4.289
Close 4.552 4.473 -0.079 -1.7% 4.413
Range 0.140 0.109 -0.031 -22.1% 0.260
ATR 0.123 0.122 -0.001 -0.8% 0.000
Volume 103,254 88,109 -15,145 -14.7% 489,114
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 4.832 4.761 4.533
R3 4.723 4.652 4.503
R2 4.614 4.614 4.493
R1 4.543 4.543 4.483 4.524
PP 4.505 4.505 4.505 4.495
S1 4.434 4.434 4.463 4.415
S2 4.396 4.396 4.453
S3 4.287 4.325 4.443
S4 4.178 4.216 4.413
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 4.575 4.289 0.286 6.4% 0.131 2.9% 64% True False 90,300
10 4.754 4.289 0.465 10.4% 0.129 2.9% 40% False False 101,405
20 4.852 4.289 0.563 12.6% 0.122 2.7% 33% False False 92,167
40 4.852 4.255 0.597 13.3% 0.120 2.7% 37% False False 66,818
60 4.852 4.255 0.597 13.3% 0.120 2.7% 37% False False 49,430
80 4.893 4.234 0.659 14.7% 0.128 2.9% 36% False False 41,018
100 4.893 3.874 1.019 22.8% 0.123 2.7% 59% False False 34,457
120 4.893 3.856 1.037 23.2% 0.113 2.5% 59% False False 29,664
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.038
2.618 4.860
1.618 4.751
1.000 4.684
0.618 4.642
HIGH 4.575
0.618 4.533
0.500 4.521
0.382 4.508
LOW 4.466
0.618 4.399
1.000 4.357
1.618 4.290
2.618 4.181
4.250 4.003
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 4.521 4.483
PP 4.505 4.479
S1 4.489 4.476

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

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