NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 4.590 4.536 -0.054 -1.2% 4.590
High 4.610 4.570 -0.040 -0.9% 4.650
Low 4.517 4.406 -0.111 -2.5% 4.428
Close 4.544 4.441 -0.103 -2.3% 4.567
Range 0.093 0.164 0.071 76.3% 0.222
ATR 0.153 0.154 0.001 0.5% 0.000
Volume 68,633 72,810 4,177 6.1% 264,371
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.964 4.867 4.531
R3 4.800 4.703 4.486
R2 4.636 4.636 4.471
R1 4.539 4.539 4.456 4.506
PP 4.472 4.472 4.472 4.456
S1 4.375 4.375 4.426 4.342
S2 4.308 4.308 4.411
S3 4.144 4.211 4.396
S4 3.980 4.047 4.351
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 4.406 0.263 5.9% 0.135 3.0% 13% False True 60,459
10 4.669 4.393 0.276 6.2% 0.149 3.4% 17% False False 59,345
20 4.893 4.393 0.500 11.3% 0.160 3.6% 10% False False 65,508
40 4.893 4.005 0.888 20.0% 0.147 3.3% 49% False False 51,042
60 4.893 3.850 1.043 23.5% 0.127 2.9% 57% False False 38,831
80 4.893 3.570 1.323 29.8% 0.113 2.5% 66% False False 31,895
100 4.893 3.495 1.398 31.5% 0.103 2.3% 68% False False 26,403
120 4.893 3.495 1.398 31.5% 0.095 2.1% 68% False False 22,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.267
2.618 4.999
1.618 4.835
1.000 4.734
0.618 4.671
HIGH 4.570
0.618 4.507
0.500 4.488
0.382 4.469
LOW 4.406
0.618 4.305
1.000 4.242
1.618 4.141
2.618 3.977
4.250 3.709
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 4.488 4.538
PP 4.472 4.505
S1 4.457 4.473

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

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