NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 4.681 4.667 -0.014 -0.3% 4.620
High 4.798 4.769 -0.029 -0.6% 4.846
Low 4.645 4.621 -0.024 -0.5% 4.606
Close 4.669 4.766 0.097 2.1% 4.766
Range 0.153 0.148 -0.005 -3.3% 0.240
ATR 0.141 0.142 0.000 0.4% 0.000
Volume 85,009 78,170 -6,839 -8.0% 272,626
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.163 5.112 4.847
R3 5.015 4.964 4.807
R2 4.867 4.867 4.793
R1 4.816 4.816 4.780 4.842
PP 4.719 4.719 4.719 4.731
S1 4.668 4.668 4.752 4.694
S2 4.571 4.571 4.739
S3 4.423 4.520 4.725
S4 4.275 4.372 4.685
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.459 5.353 4.898
R3 5.219 5.113 4.832
R2 4.979 4.979 4.810
R1 4.873 4.873 4.788 4.926
PP 4.739 4.739 4.739 4.766
S1 4.633 4.633 4.744 4.686
S2 4.499 4.499 4.722
S3 4.259 4.393 4.700
S4 4.019 4.153 4.634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.846 4.488 0.358 7.5% 0.150 3.1% 78% False False 71,436
10 4.846 4.378 0.468 9.8% 0.143 3.0% 83% False False 67,090
20 4.846 4.217 0.629 13.2% 0.146 3.1% 87% False False 53,415
40 4.846 3.850 0.996 20.9% 0.123 2.6% 92% False False 35,039
60 4.846 3.785 1.061 22.3% 0.105 2.2% 92% False False 28,319
80 4.846 3.495 1.351 28.3% 0.095 2.0% 94% False False 22,583
100 4.846 3.495 1.351 28.3% 0.088 1.8% 94% False False 18,569
120 4.846 3.495 1.351 28.3% 0.083 1.7% 94% False False 15,980
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.398
2.618 5.156
1.618 5.008
1.000 4.917
0.618 4.860
HIGH 4.769
0.618 4.712
0.500 4.695
0.382 4.678
LOW 4.621
0.618 4.530
1.000 4.473
1.618 4.382
2.618 4.234
4.250 3.992
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 4.742 4.755
PP 4.719 4.744
S1 4.695 4.734

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

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