NYMEX Natural Gas Future July 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 4.422 4.477 0.055 1.2% 4.541
High 4.525 4.568 0.043 1.0% 4.555
Low 4.400 4.436 0.036 0.8% 4.297
Close 4.473 4.553 0.080 1.8% 4.421
Range 0.125 0.132 0.007 5.6% 0.258
ATR 0.119 0.119 0.001 0.8% 0.000
Volume 45,167 70,546 25,379 56.2% 278,810
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 4.915 4.866 4.626
R3 4.783 4.734 4.589
R2 4.651 4.651 4.577
R1 4.602 4.602 4.565 4.627
PP 4.519 4.519 4.519 4.531
S1 4.470 4.470 4.541 4.495
S2 4.387 4.387 4.529
S3 4.255 4.338 4.517
S4 4.123 4.206 4.480
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 5.198 5.068 4.563
R3 4.940 4.810 4.492
R2 4.682 4.682 4.468
R1 4.552 4.552 4.445 4.488
PP 4.424 4.424 4.424 4.393
S1 4.294 4.294 4.397 4.230
S2 4.166 4.166 4.374
S3 3.908 4.036 4.350
S4 3.650 3.778 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.568 4.297 0.271 6.0% 0.118 2.6% 94% True False 50,768
10 4.844 4.297 0.547 12.0% 0.127 2.8% 47% False False 57,009
20 4.877 4.297 0.580 12.7% 0.116 2.5% 44% False False 40,916
40 4.877 4.293 0.584 12.8% 0.117 2.6% 45% False False 34,915
60 4.877 4.293 0.584 12.8% 0.117 2.6% 45% False False 27,354
80 4.915 4.267 0.648 14.2% 0.123 2.7% 44% False False 23,387
100 4.915 3.910 1.005 22.1% 0.116 2.6% 64% False False 19,654
120 4.915 3.845 1.070 23.5% 0.107 2.3% 66% False False 17,096
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.129
2.618 4.914
1.618 4.782
1.000 4.700
0.618 4.650
HIGH 4.568
0.618 4.518
0.500 4.502
0.382 4.486
LOW 4.436
0.618 4.354
1.000 4.304
1.618 4.222
2.618 4.090
4.250 3.875
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 4.536 4.530
PP 4.519 4.507
S1 4.502 4.484

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

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