NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 4.500 4.545 0.045 1.0% 4.326
High 4.582 4.653 0.071 1.5% 4.488
Low 4.482 4.453 -0.029 -0.6% 4.217
Close 4.579 4.485 -0.094 -2.1% 4.379
Range 0.100 0.200 0.100 100.0% 0.271
ATR 0.124 0.130 0.005 4.4% 0.000
Volume 32,388 41,821 9,433 29.1% 196,444
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.130 5.008 4.595
R3 4.930 4.808 4.540
R2 4.730 4.730 4.522
R1 4.608 4.608 4.503 4.569
PP 4.530 4.530 4.530 4.511
S1 4.408 4.408 4.467 4.369
S2 4.330 4.330 4.448
S3 4.130 4.208 4.430
S4 3.930 4.008 4.375
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 4.653 4.271 0.382 8.5% 0.157 3.5% 56% True False 38,326
10 4.653 4.188 0.465 10.4% 0.155 3.4% 64% True False 37,980
20 4.653 3.850 0.803 17.9% 0.133 3.0% 79% True False 29,812
40 4.653 3.850 0.803 17.9% 0.105 2.3% 79% True False 21,963
60 4.653 3.570 1.083 24.1% 0.091 2.0% 84% True False 17,464
80 4.653 3.495 1.158 25.8% 0.085 1.9% 85% True False 14,010
100 4.653 3.495 1.158 25.8% 0.079 1.8% 85% True False 11,772
120 4.653 3.495 1.158 25.8% 0.075 1.7% 85% True False 10,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.503
2.618 5.177
1.618 4.977
1.000 4.853
0.618 4.777
HIGH 4.653
0.618 4.577
0.500 4.553
0.382 4.529
LOW 4.453
0.618 4.329
1.000 4.253
1.618 4.129
2.618 3.929
4.250 3.603
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 4.553 4.493
PP 4.530 4.490
S1 4.508 4.488

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

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