NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 4.665 4.596 -0.069 -1.5% 4.758
High 4.716 4.633 -0.083 -1.8% 4.893
Low 4.578 4.538 -0.040 -0.9% 4.538
Close 4.603 4.552 -0.051 -1.1% 4.552
Range 0.138 0.095 -0.043 -31.2% 0.355
ATR 0.118 0.116 -0.002 -1.4% 0.000
Volume 86,289 53,419 -32,870 -38.1% 275,866
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.859 4.801 4.604
R3 4.764 4.706 4.578
R2 4.669 4.669 4.569
R1 4.611 4.611 4.561 4.593
PP 4.574 4.574 4.574 4.565
S1 4.516 4.516 4.543 4.498
S2 4.479 4.479 4.535
S3 4.384 4.421 4.526
S4 4.289 4.326 4.500
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.726 5.494 4.747
R3 5.371 5.139 4.650
R2 5.016 5.016 4.617
R1 4.784 4.784 4.585 4.723
PP 4.661 4.661 4.661 4.630
S1 4.429 4.429 4.519 4.368
S2 4.306 4.306 4.487
S3 3.951 4.074 4.454
S4 3.596 3.719 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.893 4.538 0.355 7.8% 0.126 2.8% 4% False True 55,173
10 4.893 4.501 0.392 8.6% 0.124 2.7% 13% False False 64,242
20 4.893 4.348 0.545 12.0% 0.111 2.4% 37% False False 44,767
40 4.893 4.296 0.597 13.1% 0.114 2.5% 43% False False 29,292
60 4.893 4.296 0.597 13.1% 0.112 2.5% 43% False False 22,672
80 4.893 4.296 0.597 13.1% 0.111 2.4% 43% False False 18,499
100 4.893 4.296 0.597 13.1% 0.115 2.5% 43% False False 15,997
120 4.893 3.921 0.972 21.4% 0.111 2.4% 65% False False 13,788
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 0.036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.882
1.618 4.787
1.000 4.728
0.618 4.692
HIGH 4.633
0.618 4.597
0.500 4.586
0.382 4.574
LOW 4.538
0.618 4.479
1.000 4.443
1.618 4.384
2.618 4.289
4.250 4.134
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 4.586 4.661
PP 4.574 4.625
S1 4.563 4.588

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

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