NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 4.604 4.684 0.080 1.7% 4.506
High 4.739 4.724 -0.015 -0.3% 4.739
Low 4.569 4.657 0.088 1.9% 4.497
Close 4.709 4.673 -0.036 -0.8% 4.673
Range 0.170 0.067 -0.103 -60.6% 0.242
ATR 0.120 0.116 -0.004 -3.2% 0.000
Volume 50,131 71,412 21,281 42.5% 252,219
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.886 4.846 4.710
R3 4.819 4.779 4.691
R2 4.752 4.752 4.685
R1 4.712 4.712 4.679 4.699
PP 4.685 4.685 4.685 4.678
S1 4.645 4.645 4.667 4.632
S2 4.618 4.618 4.661
S3 4.551 4.578 4.655
S4 4.484 4.511 4.636
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.362 5.260 4.806
R3 5.120 5.018 4.740
R2 4.878 4.878 4.717
R1 4.776 4.776 4.695 4.827
PP 4.636 4.636 4.636 4.662
S1 4.534 4.534 4.651 4.585
S2 4.394 4.394 4.629
S3 4.152 4.292 4.606
S4 3.910 4.050 4.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.739 4.497 0.242 5.2% 0.100 2.1% 73% False False 50,443
10 4.739 4.293 0.446 9.5% 0.117 2.5% 85% False False 33,821
20 4.739 4.293 0.446 9.5% 0.107 2.3% 85% False False 22,820
40 4.915 4.293 0.622 13.3% 0.126 2.7% 61% False False 17,979
60 4.915 4.090 0.825 17.7% 0.124 2.6% 71% False False 15,140
80 4.915 3.910 1.005 21.5% 0.112 2.4% 76% False False 12,358
100 4.915 3.694 1.221 26.1% 0.101 2.2% 80% False False 10,634
120 4.915 3.581 1.334 28.5% 0.094 2.0% 82% False False 9,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.009
2.618 4.899
1.618 4.832
1.000 4.791
0.618 4.765
HIGH 4.724
0.618 4.698
0.500 4.691
0.382 4.683
LOW 4.657
0.618 4.616
1.000 4.590
1.618 4.549
2.618 4.482
4.250 4.372
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 4.691 4.663
PP 4.685 4.653
S1 4.679 4.643

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

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