NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 4.688 4.642 -0.046 -1.0% 4.756
High 4.720 4.808 0.088 1.9% 4.805
Low 4.632 4.636 0.004 0.1% 4.632
Close 4.647 4.795 0.148 3.2% 4.647
Range 0.088 0.172 0.084 95.5% 0.173
ATR 0.120 0.123 0.004 3.1% 0.000
Volume 46,900 11,802 -35,098 -74.8% 355,950
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.262 5.201 4.890
R3 5.090 5.029 4.842
R2 4.918 4.918 4.827
R1 4.857 4.857 4.811 4.888
PP 4.746 4.746 4.746 4.762
S1 4.685 4.685 4.779 4.716
S2 4.574 4.574 4.763
S3 4.402 4.513 4.748
S4 4.230 4.341 4.700
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.214 5.103 4.742
R3 5.041 4.930 4.695
R2 4.868 4.868 4.679
R1 4.757 4.757 4.663 4.726
PP 4.695 4.695 4.695 4.679
S1 4.584 4.584 4.631 4.553
S2 4.522 4.522 4.615
S3 4.349 4.411 4.599
S4 4.176 4.238 4.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.808 4.632 0.176 3.7% 0.108 2.3% 93% True False 56,590
10 4.808 4.484 0.324 6.8% 0.121 2.5% 96% True False 78,102
20 4.808 4.221 0.587 12.2% 0.123 2.6% 98% True False 98,730
40 4.808 4.221 0.587 12.2% 0.124 2.6% 98% True False 81,587
60 4.893 4.221 0.672 14.0% 0.135 2.8% 85% False False 75,012
80 4.893 3.850 1.043 21.8% 0.132 2.7% 91% False False 62,427
100 4.893 3.850 1.043 21.8% 0.119 2.5% 91% False False 52,850
120 4.893 3.495 1.398 29.2% 0.111 2.3% 93% False False 45,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.539
2.618 5.258
1.618 5.086
1.000 4.980
0.618 4.914
HIGH 4.808
0.618 4.742
0.500 4.722
0.382 4.702
LOW 4.636
0.618 4.530
1.000 4.464
1.618 4.358
2.618 4.186
4.250 3.905
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 4.771 4.770
PP 4.746 4.745
S1 4.722 4.720

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

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