NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 4.284 4.326 0.042 1.0% 4.007
High 4.357 4.430 0.073 1.7% 4.357
Low 4.252 4.226 -0.026 -0.6% 4.005
Close 4.326 4.234 -0.092 -2.1% 4.326
Range 0.105 0.204 0.099 94.3% 0.352
ATR 0.102 0.109 0.007 7.2% 0.000
Volume 39,447 52,922 13,475 34.2% 99,451
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.909 4.775 4.346
R3 4.705 4.571 4.290
R2 4.501 4.501 4.271
R1 4.367 4.367 4.253 4.332
PP 4.297 4.297 4.297 4.279
S1 4.163 4.163 4.215 4.128
S2 4.093 4.093 4.197
S3 3.889 3.959 4.178
S4 3.685 3.755 4.122
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 4.430 4.005 0.425 10.0% 0.149 3.5% 54% True False 30,474
10 4.430 3.938 0.492 11.6% 0.115 2.7% 60% True False 26,877
20 4.430 3.850 0.580 13.7% 0.110 2.6% 66% True False 20,670
40 4.430 3.827 0.603 14.2% 0.088 2.1% 67% True False 17,646
60 4.430 3.495 0.935 22.1% 0.081 1.9% 79% True False 13,752
80 4.430 3.495 0.935 22.1% 0.076 1.8% 79% True False 10,976
100 4.430 3.495 0.935 22.1% 0.072 1.7% 79% True False 9,385
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 0.027
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 5.297
2.618 4.964
1.618 4.760
1.000 4.634
0.618 4.556
HIGH 4.430
0.618 4.352
0.500 4.328
0.382 4.304
LOW 4.226
0.618 4.100
1.000 4.022
1.618 3.896
2.618 3.692
4.250 3.359
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 4.328 4.309
PP 4.297 4.284
S1 4.265 4.259

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

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