NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 4.225 4.312 0.087 2.1% 4.007
High 4.324 4.467 0.143 3.3% 4.357
Low 4.217 4.285 0.068 1.6% 4.005
Close 4.321 4.452 0.131 3.0% 4.326
Range 0.107 0.182 0.075 70.1% 0.352
ATR 0.109 0.114 0.005 4.8% 0.000
Volume 38,214 27,649 -10,565 -27.6% 99,451
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.947 4.882 4.552
R3 4.765 4.700 4.502
R2 4.583 4.583 4.485
R1 4.518 4.518 4.469 4.551
PP 4.401 4.401 4.401 4.418
S1 4.336 4.336 4.435 4.369
S2 4.219 4.219 4.419
S3 4.037 4.154 4.402
S4 3.855 3.972 4.352
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.285 5.158 4.520
R3 4.933 4.806 4.423
R2 4.581 4.581 4.391
R1 4.454 4.454 4.358 4.518
PP 4.229 4.229 4.229 4.261
S1 4.102 4.102 4.294 4.166
S2 3.877 3.877 4.261
S3 3.525 3.750 4.229
S4 3.173 3.398 4.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.467 4.188 0.279 6.3% 0.152 3.4% 95% True False 37,634
10 4.467 4.005 0.462 10.4% 0.124 2.8% 97% True False 28,902
20 4.467 3.850 0.617 13.9% 0.118 2.7% 98% True False 23,326
40 4.467 3.850 0.617 13.9% 0.093 2.1% 98% True False 18,799
60 4.467 3.495 0.972 21.8% 0.084 1.9% 98% True False 14,741
80 4.467 3.495 0.972 21.8% 0.078 1.7% 98% True False 11,770
100 4.467 3.495 0.972 21.8% 0.074 1.7% 98% True False 9,952
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.241
2.618 4.943
1.618 4.761
1.000 4.649
0.618 4.579
HIGH 4.467
0.618 4.397
0.500 4.376
0.382 4.355
LOW 4.285
0.618 4.173
1.000 4.103
1.618 3.991
2.618 3.809
4.250 3.512
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 4.427 4.415
PP 4.401 4.379
S1 4.376 4.342

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

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