NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 4.404 4.496 0.092 2.1% 4.422
High 4.518 4.627 0.109 2.4% 4.578
Low 4.364 4.488 0.124 2.8% 4.350
Close 4.511 4.615 0.104 2.3% 4.405
Range 0.154 0.139 -0.015 -9.7% 0.228
ATR 0.120 0.121 0.001 1.1% 0.000
Volume 94,271 123,455 29,184 31.0% 349,923
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 4.994 4.943 4.691
R3 4.855 4.804 4.653
R2 4.716 4.716 4.640
R1 4.665 4.665 4.628 4.691
PP 4.577 4.577 4.577 4.589
S1 4.526 4.526 4.602 4.552
S2 4.438 4.438 4.590
S3 4.299 4.387 4.577
S4 4.160 4.248 4.539
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 4.627 4.350 0.277 6.0% 0.124 2.7% 96% True False 90,387
10 4.627 4.297 0.330 7.2% 0.121 2.6% 96% True False 70,578
20 4.877 4.297 0.580 12.6% 0.121 2.6% 55% False False 58,208
40 4.877 4.293 0.584 12.7% 0.117 2.5% 55% False False 44,466
60 4.877 4.293 0.584 12.7% 0.114 2.5% 55% False False 33,683
80 4.915 4.293 0.622 13.5% 0.123 2.7% 52% False False 28,419
100 4.915 3.910 1.005 21.8% 0.120 2.6% 70% False False 24,068
120 4.915 3.910 1.005 21.8% 0.110 2.4% 70% False False 20,737
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.218
2.618 4.991
1.618 4.852
1.000 4.766
0.618 4.713
HIGH 4.627
0.618 4.574
0.500 4.558
0.382 4.541
LOW 4.488
0.618 4.402
1.000 4.349
1.618 4.263
2.618 4.124
4.250 3.897
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 4.596 4.575
PP 4.577 4.534
S1 4.558 4.494

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

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