NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 4.526 4.754 0.228 5.0% 4.714
High 4.769 4.793 0.024 0.5% 4.793
Low 4.520 4.716 0.196 4.3% 4.504
Close 4.762 4.739 -0.023 -0.5% 4.739
Range 0.249 0.077 -0.172 -69.1% 0.289
ATR 0.120 0.117 -0.003 -2.5% 0.000
Volume 229,855 111,220 -118,635 -51.6% 736,757
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.980 4.937 4.781
R3 4.903 4.860 4.760
R2 4.826 4.826 4.753
R1 4.783 4.783 4.746 4.766
PP 4.749 4.749 4.749 4.741
S1 4.706 4.706 4.732 4.689
S2 4.672 4.672 4.725
S3 4.595 4.629 4.718
S4 4.518 4.552 4.697
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.546 5.431 4.898
R3 5.257 5.142 4.818
R2 4.968 4.968 4.792
R1 4.853 4.853 4.765 4.911
PP 4.679 4.679 4.679 4.707
S1 4.564 4.564 4.713 4.622
S2 4.390 4.390 4.686
S3 4.101 4.275 4.660
S4 3.812 3.986 4.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.793 4.504 0.289 6.1% 0.125 2.6% 81% True False 147,351
10 4.793 4.504 0.289 6.1% 0.106 2.2% 81% True False 123,931
20 4.793 4.350 0.443 9.3% 0.112 2.4% 88% True False 103,863
40 4.877 4.297 0.580 12.2% 0.117 2.5% 76% False False 70,769
60 4.877 4.293 0.584 12.3% 0.114 2.4% 76% False False 55,969
80 4.915 4.293 0.622 13.1% 0.120 2.5% 72% False False 45,056
100 4.915 4.235 0.680 14.3% 0.121 2.6% 74% False False 38,195
120 4.915 3.910 1.005 21.2% 0.114 2.4% 82% False False 32,542
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.995
1.618 4.918
1.000 4.870
0.618 4.841
HIGH 4.793
0.618 4.764
0.500 4.755
0.382 4.745
LOW 4.716
0.618 4.668
1.000 4.639
1.618 4.591
2.618 4.514
4.250 4.389
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 4.755 4.709
PP 4.749 4.679
S1 4.744 4.649

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

View Archives - Comment on this page... - Back to Index of Symbols