NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 4.425 4.282 -0.143 -3.2% 4.326
High 4.488 4.390 -0.098 -2.2% 4.488
Low 4.271 4.281 0.010 0.2% 4.217
Close 4.284 4.379 0.095 2.2% 4.379
Range 0.217 0.109 -0.108 -49.8% 0.271
ATR 0.122 0.121 -0.001 -0.7% 0.000
Volume 36,782 40,877 4,095 11.1% 196,444
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.677 4.637 4.439
R3 4.568 4.528 4.409
R2 4.459 4.459 4.399
R1 4.419 4.419 4.389 4.439
PP 4.350 4.350 4.350 4.360
S1 4.310 4.310 4.369 4.330
S2 4.241 4.241 4.359
S3 4.132 4.201 4.349
S4 4.023 4.092 4.319
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.174 5.048 4.528
R3 4.903 4.777 4.454
R2 4.632 4.632 4.429
R1 4.506 4.506 4.404 4.569
PP 4.361 4.361 4.361 4.393
S1 4.235 4.235 4.354 4.298
S2 4.090 4.090 4.329
S3 3.819 3.964 4.304
S4 3.548 3.693 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.488 4.217 0.271 6.2% 0.164 3.7% 60% False False 39,288
10 4.488 4.005 0.483 11.0% 0.140 3.2% 77% False False 32,529
20 4.488 3.850 0.638 14.6% 0.125 2.8% 83% False False 26,000
40 4.488 3.850 0.638 14.6% 0.097 2.2% 83% False False 20,418
60 4.488 3.495 0.993 22.7% 0.087 2.0% 89% False False 15,870
80 4.488 3.495 0.993 22.7% 0.081 1.8% 89% False False 12,707
100 4.488 3.495 0.993 22.7% 0.076 1.7% 89% False False 10,687
120 4.488 3.495 0.993 22.7% 0.072 1.6% 89% False False 9,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.853
2.618 4.675
1.618 4.566
1.000 4.499
0.618 4.457
HIGH 4.390
0.618 4.348
0.500 4.336
0.382 4.323
LOW 4.281
0.618 4.214
1.000 4.172
1.618 4.105
2.618 3.996
4.250 3.818
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 4.365 4.380
PP 4.350 4.379
S1 4.336 4.379

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

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