NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 4.757 4.707 -0.050 -1.1% 4.714
High 4.886 4.739 -0.147 -3.0% 4.793
Low 4.669 4.672 0.003 0.1% 4.504
Close 4.707 4.709 0.002 0.0% 4.739
Range 0.217 0.067 -0.150 -69.1% 0.289
ATR 0.124 0.120 -0.004 -3.3% 0.000
Volume 113,453 77,371 -36,082 -31.8% 736,757
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.908 4.875 4.746
R3 4.841 4.808 4.727
R2 4.774 4.774 4.721
R1 4.741 4.741 4.715 4.758
PP 4.707 4.707 4.707 4.715
S1 4.674 4.674 4.703 4.691
S2 4.640 4.640 4.697
S3 4.573 4.607 4.691
S4 4.506 4.540 4.672
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 4.886 4.504 0.382 8.1% 0.136 2.9% 54% False False 128,830
10 4.886 4.504 0.382 8.1% 0.118 2.5% 54% False False 126,516
20 4.886 4.350 0.536 11.4% 0.117 2.5% 67% False False 109,513
40 4.886 4.297 0.589 12.5% 0.115 2.4% 70% False False 73,966
60 4.886 4.293 0.593 12.6% 0.116 2.5% 70% False False 58,802
80 4.915 4.293 0.622 13.2% 0.120 2.5% 67% False False 47,125
100 4.915 4.267 0.648 13.8% 0.122 2.6% 68% False False 39,999
120 4.915 3.910 1.005 21.3% 0.116 2.5% 80% False False 34,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.024
2.618 4.914
1.618 4.847
1.000 4.806
0.618 4.780
HIGH 4.739
0.618 4.713
0.500 4.706
0.382 4.698
LOW 4.672
0.618 4.631
1.000 4.605
1.618 4.564
2.618 4.497
4.250 4.387
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 4.708 4.778
PP 4.707 4.755
S1 4.706 4.732

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

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