NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 4.462 4.469 0.007 0.2% 4.568
High 4.535 4.503 -0.032 -0.7% 4.669
Low 4.448 4.414 -0.034 -0.8% 4.314
Close 4.492 4.424 -0.068 -1.5% 4.403
Range 0.087 0.089 0.002 2.3% 0.355
ATR 0.146 0.142 -0.004 -2.8% 0.000
Volume 63,017 42,205 -20,812 -33.0% 308,517
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.714 4.658 4.473
R3 4.625 4.569 4.448
R2 4.536 4.536 4.440
R1 4.480 4.480 4.432 4.464
PP 4.447 4.447 4.447 4.439
S1 4.391 4.391 4.416 4.375
S2 4.358 4.358 4.408
S3 4.269 4.302 4.400
S4 4.180 4.213 4.375
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 4.570 4.314 0.256 5.8% 0.111 2.5% 43% False False 59,639
10 4.669 4.314 0.355 8.0% 0.123 2.8% 31% False False 58,250
20 4.893 4.314 0.579 13.1% 0.155 3.5% 19% False False 62,843
40 4.893 4.005 0.888 20.1% 0.149 3.4% 47% False False 54,259
60 4.893 3.850 1.043 23.6% 0.128 2.9% 55% False False 41,419
80 4.893 3.650 1.243 28.1% 0.114 2.6% 62% False False 34,444
100 4.893 3.495 1.398 31.6% 0.104 2.3% 66% False False 28,557
120 4.893 3.495 1.398 31.6% 0.096 2.2% 66% False False 24,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.881
2.618 4.736
1.618 4.647
1.000 4.592
0.618 4.558
HIGH 4.503
0.618 4.469
0.500 4.459
0.382 4.448
LOW 4.414
0.618 4.359
1.000 4.325
1.618 4.270
2.618 4.181
4.250 4.036
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 4.459 4.425
PP 4.447 4.424
S1 4.436 4.424

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

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