NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 4.590 4.464 -0.126 -2.7% 4.779
High 4.650 4.590 -0.060 -1.3% 4.893
Low 4.428 4.457 0.029 0.7% 4.393
Close 4.455 4.583 0.128 2.9% 4.550
Range 0.222 0.133 -0.089 -40.1% 0.500
ATR 0.164 0.162 -0.002 -1.3% 0.000
Volume 47,709 47,892 183 0.4% 363,958
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.942 4.896 4.656
R3 4.809 4.763 4.620
R2 4.676 4.676 4.607
R1 4.630 4.630 4.595 4.653
PP 4.543 4.543 4.543 4.555
S1 4.497 4.497 4.571 4.520
S2 4.410 4.410 4.559
S3 4.277 4.364 4.546
S4 4.144 4.231 4.510
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 6.112 5.831 4.825
R3 5.612 5.331 4.688
R2 5.112 5.112 4.642
R1 4.831 4.831 4.596 4.722
PP 4.612 4.612 4.612 4.557
S1 4.331 4.331 4.504 4.222
S2 4.112 4.112 4.458
S3 3.612 3.831 4.413
S4 3.112 3.331 4.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.650 4.393 0.257 5.6% 0.160 3.5% 74% False False 62,813
10 4.893 4.393 0.500 10.9% 0.187 4.1% 38% False False 67,435
20 4.893 4.378 0.515 11.2% 0.161 3.5% 40% False False 62,610
40 4.893 3.850 1.043 22.8% 0.144 3.1% 70% False False 44,893
60 4.893 3.850 1.043 22.8% 0.121 2.6% 70% False False 35,025
80 4.893 3.569 1.324 28.9% 0.107 2.3% 77% False False 27,974
100 4.893 3.495 1.398 30.5% 0.098 2.1% 78% False False 23,051
120 4.893 3.495 1.398 30.5% 0.091 2.0% 78% False False 19,654
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 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.155
2.618 4.938
1.618 4.805
1.000 4.723
0.618 4.672
HIGH 4.590
0.618 4.539
0.500 4.524
0.382 4.508
LOW 4.457
0.618 4.375
1.000 4.324
1.618 4.242
2.618 4.109
4.250 3.892
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 4.563 4.567
PP 4.543 4.551
S1 4.524 4.535

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

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