NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 4.373 4.404 0.031 0.7% 4.422
High 4.412 4.518 0.106 2.4% 4.578
Low 4.360 4.364 0.004 0.1% 4.350
Close 4.405 4.511 0.106 2.4% 4.405
Range 0.052 0.154 0.102 196.2% 0.228
ATR 0.117 0.120 0.003 2.2% 0.000
Volume 48,354 94,271 45,917 95.0% 349,923
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 4.926 4.873 4.596
R3 4.772 4.719 4.553
R2 4.618 4.618 4.539
R1 4.565 4.565 4.525 4.592
PP 4.464 4.464 4.464 4.478
S1 4.411 4.411 4.497 4.438
S2 4.310 4.310 4.483
S3 4.156 4.257 4.469
S4 4.002 4.103 4.426
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.128 4.995 4.530
R3 4.900 4.767 4.468
R2 4.672 4.672 4.447
R1 4.539 4.539 4.426 4.492
PP 4.444 4.444 4.444 4.421
S1 4.311 4.311 4.384 4.264
S2 4.216 4.216 4.363
S3 3.988 4.083 4.342
S4 3.760 3.855 4.280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.578 4.350 0.228 5.1% 0.123 2.7% 71% False False 79,805
10 4.578 4.297 0.281 6.2% 0.119 2.6% 76% False False 65,652
20 4.877 4.297 0.580 12.9% 0.118 2.6% 37% False False 53,471
40 4.877 4.293 0.584 12.9% 0.117 2.6% 37% False False 41,637
60 4.877 4.293 0.584 12.9% 0.115 2.6% 37% False False 31,804
80 4.915 4.293 0.622 13.8% 0.122 2.7% 35% False False 26,992
100 4.915 3.910 1.005 22.3% 0.119 2.6% 60% False False 22,865
120 4.915 3.910 1.005 22.3% 0.109 2.4% 60% False False 19,746
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.173
2.618 4.921
1.618 4.767
1.000 4.672
0.618 4.613
HIGH 4.518
0.618 4.459
0.500 4.441
0.382 4.423
LOW 4.364
0.618 4.269
1.000 4.210
1.618 4.115
2.618 3.961
4.250 3.710
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 4.488 4.485
PP 4.464 4.460
S1 4.441 4.434

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

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