NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.775 3.798 0.023 0.6% 3.903
High 3.830 3.841 0.011 0.3% 3.906
Low 3.718 3.786 0.068 1.8% 3.718
Close 3.816 3.830 0.014 0.4% 3.830
Range 0.112 0.055 -0.057 -50.9% 0.188
ATR 0.064 0.064 -0.001 -1.0% 0.000
Volume 1,848 2,774 926 50.1% 12,875
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.984 3.962 3.860
R3 3.929 3.907 3.845
R2 3.874 3.874 3.840
R1 3.852 3.852 3.835 3.863
PP 3.819 3.819 3.819 3.825
S1 3.797 3.797 3.825 3.808
S2 3.764 3.764 3.820
S3 3.709 3.742 3.815
S4 3.654 3.687 3.800
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.382 4.294 3.933
R3 4.194 4.106 3.882
R2 4.006 4.006 3.864
R1 3.918 3.918 3.847 3.868
PP 3.818 3.818 3.818 3.793
S1 3.730 3.730 3.813 3.680
S2 3.630 3.630 3.796
S3 3.442 3.542 3.778
S4 3.254 3.354 3.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.906 3.718 0.188 4.9% 0.064 1.7% 60% False False 2,575
10 3.993 3.718 0.275 7.2% 0.058 1.5% 41% False False 3,672
20 3.993 3.718 0.275 7.2% 0.058 1.5% 41% False False 3,035
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.075
2.618 3.985
1.618 3.930
1.000 3.896
0.618 3.875
HIGH 3.841
0.618 3.820
0.500 3.814
0.382 3.807
LOW 3.786
0.618 3.752
1.000 3.731
1.618 3.697
2.618 3.642
4.250 3.552
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.825 3.813
PP 3.819 3.796
S1 3.814 3.780

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

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