NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 4.630 4.535 -0.095 -2.1% 4.551
High 4.636 4.573 -0.063 -1.4% 4.736
Low 4.520 4.504 -0.016 -0.4% 4.522
Close 4.530 4.508 -0.022 -0.5% 4.710
Range 0.116 0.069 -0.047 -40.5% 0.214
ATR 0.112 0.109 -0.003 -2.7% 0.000
Volume 151,782 112,255 -39,527 -26.0% 502,562
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.735 4.691 4.546
R3 4.666 4.622 4.527
R2 4.597 4.597 4.521
R1 4.553 4.553 4.514 4.541
PP 4.528 4.528 4.528 4.522
S1 4.484 4.484 4.502 4.472
S2 4.459 4.459 4.495
S3 4.390 4.415 4.489
S4 4.321 4.346 4.470
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.298 5.218 4.828
R3 5.084 5.004 4.769
R2 4.870 4.870 4.749
R1 4.790 4.790 4.730 4.830
PP 4.656 4.656 4.656 4.676
S1 4.576 4.576 4.690 4.616
S2 4.442 4.442 4.671
S3 4.228 4.362 4.651
S4 4.014 4.148 4.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.743 4.504 0.239 5.3% 0.098 2.2% 2% False True 131,663
10 4.743 4.489 0.254 5.6% 0.098 2.2% 7% False False 113,589
20 4.743 4.297 0.446 9.9% 0.109 2.4% 47% False False 92,083
40 4.877 4.297 0.580 12.9% 0.113 2.5% 36% False False 63,317
60 4.877 4.293 0.584 13.0% 0.112 2.5% 37% False False 50,604
80 4.915 4.293 0.622 13.8% 0.119 2.6% 35% False False 41,109
100 4.915 4.090 0.825 18.3% 0.120 2.7% 51% False False 34,910
120 4.915 3.910 1.005 22.3% 0.113 2.5% 60% False False 29,749
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.866
2.618 4.754
1.618 4.685
1.000 4.642
0.618 4.616
HIGH 4.573
0.618 4.547
0.500 4.539
0.382 4.530
LOW 4.504
0.618 4.461
1.000 4.435
1.618 4.392
2.618 4.323
4.250 4.211
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 4.539 4.624
PP 4.528 4.585
S1 4.518 4.547

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

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