NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 4.433 4.438 0.005 0.1% 4.568
High 4.475 4.447 -0.028 -0.6% 4.669
Low 4.395 4.332 -0.063 -1.4% 4.314
Close 4.458 4.349 -0.109 -2.4% 4.403
Range 0.080 0.115 0.035 43.8% 0.355
ATR 0.138 0.137 -0.001 -0.6% 0.000
Volume 40,346 64,978 24,632 61.1% 308,517
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.721 4.650 4.412
R3 4.606 4.535 4.381
R2 4.491 4.491 4.370
R1 4.420 4.420 4.360 4.398
PP 4.376 4.376 4.376 4.365
S1 4.305 4.305 4.338 4.283
S2 4.261 4.261 4.328
S3 4.146 4.190 4.317
S4 4.031 4.075 4.286
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 4.535 4.314 0.221 5.1% 0.094 2.2% 16% False False 50,224
10 4.669 4.314 0.355 8.2% 0.109 2.5% 10% False False 58,154
20 4.893 4.314 0.579 13.3% 0.148 3.4% 6% False False 61,278
40 4.893 4.188 0.705 16.2% 0.147 3.4% 23% False False 56,141
60 4.893 3.850 1.043 24.0% 0.130 3.0% 48% False False 42,656
80 4.893 3.739 1.154 26.5% 0.115 2.6% 53% False False 35,664
100 4.893 3.495 1.398 32.1% 0.105 2.4% 61% False False 29,559
120 4.893 3.495 1.398 32.1% 0.097 2.2% 61% False False 25,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.936
2.618 4.748
1.618 4.633
1.000 4.562
0.618 4.518
HIGH 4.447
0.618 4.403
0.500 4.390
0.382 4.376
LOW 4.332
0.618 4.261
1.000 4.217
1.618 4.146
2.618 4.031
4.250 3.843
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 4.390 4.418
PP 4.376 4.395
S1 4.363 4.372

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

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