NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 4.572 4.522 -0.050 -1.1% 4.757
High 4.614 4.577 -0.037 -0.8% 4.886
Low 4.516 4.436 -0.080 -1.8% 4.516
Close 4.531 4.446 -0.085 -1.9% 4.531
Range 0.098 0.141 0.043 43.9% 0.370
ATR 0.120 0.121 0.002 1.3% 0.000
Volume 76,734 67,383 -9,351 -12.2% 508,336
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.909 4.819 4.524
R3 4.768 4.678 4.485
R2 4.627 4.627 4.472
R1 4.537 4.537 4.459 4.512
PP 4.486 4.486 4.486 4.474
S1 4.396 4.396 4.433 4.371
S2 4.345 4.345 4.420
S3 4.204 4.255 4.407
S4 4.063 4.114 4.368
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.754 5.513 4.735
R3 5.384 5.143 4.633
R2 5.014 5.014 4.599
R1 4.773 4.773 4.565 4.709
PP 4.644 4.644 4.644 4.612
S1 4.403 4.403 4.497 4.339
S2 4.274 4.274 4.463
S3 3.904 4.033 4.429
S4 3.534 3.663 4.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.773 4.436 0.337 7.6% 0.115 2.6% 3% False True 92,453
10 4.886 4.436 0.450 10.1% 0.130 2.9% 2% False True 118,083
20 4.886 4.364 0.522 11.7% 0.119 2.7% 16% False False 113,520
40 4.886 4.297 0.589 13.2% 0.119 2.7% 25% False False 81,607
60 4.886 4.293 0.593 13.3% 0.116 2.6% 26% False False 64,398
80 4.886 4.293 0.593 13.3% 0.116 2.6% 26% False False 51,210
100 4.915 4.293 0.622 14.0% 0.122 2.7% 25% False False 43,444
120 4.915 3.910 1.005 22.6% 0.118 2.7% 53% False False 37,213
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.176
2.618 4.946
1.618 4.805
1.000 4.718
0.618 4.664
HIGH 4.577
0.618 4.523
0.500 4.507
0.382 4.490
LOW 4.436
0.618 4.349
1.000 4.295
1.618 4.208
2.618 4.067
4.250 3.837
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 4.507 4.568
PP 4.486 4.527
S1 4.466 4.487

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

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