NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 4.327 4.440 0.113 2.6% 4.368
High 4.454 4.551 0.097 2.2% 4.633
Low 4.293 4.385 0.092 2.1% 4.324
Close 4.435 4.538 0.103 2.3% 4.558
Range 0.161 0.166 0.005 3.1% 0.309
ATR 0.126 0.129 0.003 2.3% 0.000
Volume 20,693 23,507 2,814 13.6% 71,398
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.989 4.930 4.629
R3 4.823 4.764 4.584
R2 4.657 4.657 4.568
R1 4.598 4.598 4.553 4.628
PP 4.491 4.491 4.491 4.506
S1 4.432 4.432 4.523 4.462
S2 4.325 4.325 4.508
S3 4.159 4.266 4.492
S4 3.993 4.100 4.447
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.432 5.304 4.728
R3 5.123 4.995 4.643
R2 4.814 4.814 4.615
R1 4.686 4.686 4.586 4.750
PP 4.505 4.505 4.505 4.537
S1 4.377 4.377 4.530 4.441
S2 4.196 4.196 4.501
S3 3.887 4.068 4.473
S4 3.578 3.759 4.388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.633 4.293 0.340 7.5% 0.139 3.1% 72% False False 18,494
10 4.633 4.293 0.340 7.5% 0.127 2.8% 72% False False 15,308
20 4.708 4.293 0.415 9.1% 0.113 2.5% 59% False False 13,369
40 4.915 4.293 0.622 13.7% 0.130 2.9% 39% False False 13,305
60 4.915 3.910 1.005 22.1% 0.125 2.7% 62% False False 11,311
80 4.915 3.910 1.005 22.1% 0.110 2.4% 62% False False 9,415
100 4.915 3.652 1.263 27.8% 0.099 2.2% 70% False False 8,108
120 4.915 3.581 1.334 29.4% 0.092 2.0% 72% False False 7,020
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 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.257
2.618 4.986
1.618 4.820
1.000 4.717
0.618 4.654
HIGH 4.551
0.618 4.488
0.500 4.468
0.382 4.448
LOW 4.385
0.618 4.282
1.000 4.219
1.618 4.116
2.618 3.950
4.250 3.680
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 4.515 4.499
PP 4.491 4.461
S1 4.468 4.422

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

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