NYMEX Natural Gas Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 4.090 4.053 -0.037 -0.9% 4.256
High 4.106 4.053 -0.053 -1.3% 4.280
Low 4.071 3.982 -0.089 -2.2% 4.071
Close 4.086 4.000 -0.086 -2.1% 4.086
Range 0.035 0.071 0.036 102.9% 0.209
ATR 0.088 0.089 0.001 1.3% 0.000
Volume 21,513 8,360 -13,153 -61.1% 63,771
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.225 4.183 4.039
R3 4.154 4.112 4.020
R2 4.083 4.083 4.013
R1 4.041 4.041 4.007 4.027
PP 4.012 4.012 4.012 4.004
S1 3.970 3.970 3.993 3.956
S2 3.941 3.941 3.987
S3 3.870 3.899 3.980
S4 3.799 3.828 3.961
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.773 4.638 4.201
R3 4.564 4.429 4.143
R2 4.355 4.355 4.124
R1 4.220 4.220 4.105 4.183
PP 4.146 4.146 4.146 4.127
S1 4.011 4.011 4.067 3.974
S2 3.937 3.937 4.048
S3 3.728 3.802 4.029
S4 3.519 3.593 3.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.267 3.982 0.285 7.1% 0.071 1.8% 6% False True 11,899
10 4.336 3.982 0.354 8.9% 0.070 1.7% 5% False True 11,436
20 4.672 3.982 0.690 17.3% 0.085 2.1% 3% False True 9,322
40 4.985 3.982 1.003 25.1% 0.090 2.2% 2% False True 7,401
60 4.988 3.982 1.006 25.2% 0.092 2.3% 2% False True 6,640
80 4.988 3.982 1.006 25.2% 0.093 2.3% 2% False True 6,333
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.355
2.618 4.239
1.618 4.168
1.000 4.124
0.618 4.097
HIGH 4.053
0.618 4.026
0.500 4.018
0.382 4.009
LOW 3.982
0.618 3.938
1.000 3.911
1.618 3.867
2.618 3.796
4.250 3.680
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 4.018 4.101
PP 4.012 4.067
S1 4.006 4.034

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

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