NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 4.568 4.590 0.022 0.5% 4.590
High 4.669 4.610 -0.059 -1.3% 4.650
Low 4.514 4.517 0.003 0.1% 4.428
Close 4.576 4.544 -0.032 -0.7% 4.567
Range 0.155 0.093 -0.062 -40.0% 0.222
ATR 0.157 0.153 -0.005 -2.9% 0.000
Volume 46,908 68,633 21,725 46.3% 264,371
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.836 4.783 4.595
R3 4.743 4.690 4.570
R2 4.650 4.650 4.561
R1 4.597 4.597 4.553 4.577
PP 4.557 4.557 4.557 4.547
S1 4.504 4.504 4.535 4.484
S2 4.464 4.464 4.527
S3 4.371 4.411 4.518
S4 4.278 4.318 4.493
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.214 5.113 4.689
R3 4.992 4.891 4.628
R2 4.770 4.770 4.608
R1 4.669 4.669 4.587 4.609
PP 4.548 4.548 4.548 4.518
S1 4.447 4.447 4.547 4.387
S2 4.326 4.326 4.526
S3 4.104 4.225 4.506
S4 3.882 4.003 4.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.669 4.463 0.206 4.5% 0.134 3.0% 39% False False 56,862
10 4.669 4.393 0.276 6.1% 0.147 3.2% 55% False False 59,837
20 4.893 4.378 0.515 11.3% 0.162 3.6% 32% False False 65,294
40 4.893 3.938 0.955 21.0% 0.146 3.2% 63% False False 49,714
60 4.893 3.850 1.043 23.0% 0.126 2.8% 67% False False 38,044
80 4.893 3.570 1.323 29.1% 0.112 2.5% 74% False False 31,096
100 4.893 3.495 1.398 30.8% 0.103 2.3% 75% False False 25,701
120 4.893 3.495 1.398 30.8% 0.094 2.1% 75% False False 21,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.853
1.618 4.760
1.000 4.703
0.618 4.667
HIGH 4.610
0.618 4.574
0.500 4.564
0.382 4.553
LOW 4.517
0.618 4.460
1.000 4.424
1.618 4.367
2.618 4.274
4.250 4.122
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 4.564 4.592
PP 4.557 4.576
S1 4.551 4.560

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

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