NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 3.805 3.775 -0.030 -0.8% 3.904
High 3.805 3.830 0.025 0.7% 3.993
Low 3.766 3.718 -0.048 -1.3% 3.850
Close 3.766 3.816 0.050 1.3% 3.932
Range 0.039 0.112 0.073 187.2% 0.143
ATR 0.061 0.064 0.004 6.0% 0.000
Volume 2,731 1,848 -883 -32.3% 23,850
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.124 4.082 3.878
R3 4.012 3.970 3.847
R2 3.900 3.900 3.837
R1 3.858 3.858 3.826 3.879
PP 3.788 3.788 3.788 3.799
S1 3.746 3.746 3.806 3.767
S2 3.676 3.676 3.795
S3 3.564 3.634 3.785
S4 3.452 3.522 3.754
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.354 4.286 4.011
R3 4.211 4.143 3.971
R2 4.068 4.068 3.958
R1 4.000 4.000 3.945 4.034
PP 3.925 3.925 3.925 3.942
S1 3.857 3.857 3.919 3.891
S2 3.782 3.782 3.906
S3 3.639 3.714 3.893
S4 3.496 3.571 3.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.932 3.718 0.214 5.6% 0.058 1.5% 46% False True 3,670
10 3.993 3.718 0.275 7.2% 0.059 1.5% 36% False True 3,595
20 3.993 3.718 0.275 7.2% 0.060 1.6% 36% False True 2,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.306
2.618 4.123
1.618 4.011
1.000 3.942
0.618 3.899
HIGH 3.830
0.618 3.787
0.500 3.774
0.382 3.761
LOW 3.718
0.618 3.649
1.000 3.606
1.618 3.537
2.618 3.425
4.250 3.242
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 3.802 3.804
PP 3.788 3.793
S1 3.774 3.781

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

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