NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 4.073 4.007 -0.066 -1.6% 3.938
High 4.092 4.184 0.092 2.2% 4.168
Low 4.050 4.005 -0.045 -1.1% 3.938
Close 4.068 4.166 0.098 2.4% 4.068
Range 0.042 0.179 0.137 326.2% 0.230
ATR 0.090 0.097 0.006 7.0% 0.000
Volume 29,403 13,839 -15,564 -52.9% 116,406
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.655 4.590 4.264
R3 4.476 4.411 4.215
R2 4.297 4.297 4.199
R1 4.232 4.232 4.182 4.265
PP 4.118 4.118 4.118 4.135
S1 4.053 4.053 4.150 4.086
S2 3.939 3.939 4.133
S3 3.760 3.874 4.117
S4 3.581 3.695 4.068
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.748 4.638 4.195
R3 4.518 4.408 4.131
R2 4.288 4.288 4.110
R1 4.178 4.178 4.089 4.233
PP 4.058 4.058 4.058 4.086
S1 3.948 3.948 4.047 4.003
S2 3.828 3.828 4.026
S3 3.598 3.718 4.005
S4 3.368 3.488 3.942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.184 4.005 0.179 4.3% 0.093 2.2% 90% True True 22,107
10 4.244 3.850 0.394 9.5% 0.114 2.7% 80% False False 21,001
20 4.244 3.850 0.394 9.5% 0.093 2.2% 80% False False 16,055
40 4.244 3.717 0.527 12.7% 0.081 1.9% 85% False False 14,893
60 4.244 3.495 0.749 18.0% 0.076 1.8% 90% False False 11,608
80 4.244 3.495 0.749 18.0% 0.072 1.7% 90% False False 9,338
100 4.244 3.495 0.749 18.0% 0.069 1.7% 90% False False 8,072
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 0.021
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 4.945
2.618 4.653
1.618 4.474
1.000 4.363
0.618 4.295
HIGH 4.184
0.618 4.116
0.500 4.095
0.382 4.073
LOW 4.005
0.618 3.894
1.000 3.826
1.618 3.715
2.618 3.536
4.250 3.244
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 4.142 4.142
PP 4.118 4.118
S1 4.095 4.095

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

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