NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 4.349 4.462 0.113 2.6% 4.568
High 4.413 4.535 0.122 2.8% 4.669
Low 4.314 4.448 0.134 3.1% 4.314
Close 4.403 4.492 0.089 2.0% 4.403
Range 0.099 0.087 -0.012 -12.1% 0.355
ATR 0.147 0.146 -0.001 -0.7% 0.000
Volume 40,578 63,017 22,439 55.3% 308,517
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.753 4.709 4.540
R3 4.666 4.622 4.516
R2 4.579 4.579 4.508
R1 4.535 4.535 4.500 4.557
PP 4.492 4.492 4.492 4.503
S1 4.448 4.448 4.484 4.470
S2 4.405 4.405 4.476
S3 4.318 4.361 4.468
S4 4.231 4.274 4.444
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.527 5.320 4.598
R3 5.172 4.965 4.501
R2 4.817 4.817 4.468
R1 4.610 4.610 4.436 4.536
PP 4.462 4.462 4.462 4.425
S1 4.255 4.255 4.370 4.181
S2 4.107 4.107 4.338
S3 3.752 3.900 4.305
S4 3.397 3.545 4.208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.610 4.314 0.296 6.6% 0.112 2.5% 60% False False 64,925
10 4.669 4.314 0.355 7.9% 0.127 2.8% 50% False False 58,819
20 4.893 4.314 0.579 12.9% 0.156 3.5% 31% False False 63,624
40 4.893 4.005 0.888 19.8% 0.148 3.3% 55% False False 53,939
60 4.893 3.850 1.043 23.2% 0.129 2.9% 62% False False 40,927
80 4.893 3.619 1.274 28.4% 0.114 2.5% 69% False False 33,962
100 4.893 3.495 1.398 31.1% 0.104 2.3% 71% False False 28,164
120 4.893 3.495 1.398 31.1% 0.096 2.1% 71% False False 23,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.905
2.618 4.763
1.618 4.676
1.000 4.622
0.618 4.589
HIGH 4.535
0.618 4.502
0.500 4.492
0.382 4.481
LOW 4.448
0.618 4.394
1.000 4.361
1.618 4.307
2.618 4.220
4.250 4.078
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 4.492 4.470
PP 4.492 4.447
S1 4.492 4.425

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

View Archives - Comment on this page... - Back to Index of Symbols