NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 4.536 4.489 -0.047 -1.0% 4.535
High 4.575 4.515 -0.060 -1.3% 4.549
Low 4.466 4.349 -0.117 -2.6% 4.289
Close 4.473 4.359 -0.114 -2.5% 4.413
Range 0.109 0.166 0.057 52.3% 0.260
ATR 0.122 0.125 0.003 2.6% 0.000
Volume 88,109 114,366 26,257 29.8% 489,114
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 4.906 4.798 4.450
R3 4.740 4.632 4.405
R2 4.574 4.574 4.389
R1 4.466 4.466 4.374 4.437
PP 4.408 4.408 4.408 4.393
S1 4.300 4.300 4.344 4.271
S2 4.242 4.242 4.329
S3 4.076 4.134 4.313
S4 3.910 3.968 4.268
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 4.349 0.226 5.2% 0.120 2.7% 4% False True 87,854
10 4.598 4.289 0.309 7.1% 0.126 2.9% 23% False False 97,034
20 4.852 4.289 0.563 12.9% 0.124 2.8% 12% False False 94,682
40 4.852 4.255 0.597 13.7% 0.122 2.8% 17% False False 69,263
60 4.852 4.255 0.597 13.7% 0.121 2.8% 17% False False 50,978
80 4.893 4.255 0.638 14.6% 0.128 2.9% 16% False False 42,265
100 4.893 3.874 1.019 23.4% 0.124 2.8% 48% False False 35,566
120 4.893 3.874 1.019 23.4% 0.113 2.6% 48% False False 30,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.221
2.618 4.950
1.618 4.784
1.000 4.681
0.618 4.618
HIGH 4.515
0.618 4.452
0.500 4.432
0.382 4.412
LOW 4.349
0.618 4.246
1.000 4.183
1.618 4.080
2.618 3.914
4.250 3.644
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 4.432 4.462
PP 4.408 4.428
S1 4.383 4.393

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

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