NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 4.297 4.281 -0.016 -0.4% 4.462
High 4.341 4.429 0.088 2.0% 4.535
Low 4.256 4.263 0.007 0.2% 4.275
Close 4.272 4.414 0.142 3.3% 4.297
Range 0.085 0.166 0.081 95.3% 0.260
ATR 0.130 0.132 0.003 2.0% 0.000
Volume 71,057 81,617 10,560 14.9% 267,772
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.867 4.806 4.505
R3 4.701 4.640 4.460
R2 4.535 4.535 4.444
R1 4.474 4.474 4.429 4.505
PP 4.369 4.369 4.369 4.384
S1 4.308 4.308 4.399 4.339
S2 4.203 4.203 4.384
S3 4.037 4.142 4.368
S4 3.871 3.976 4.323
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.149 4.983 4.440
R3 4.889 4.723 4.369
R2 4.629 4.629 4.345
R1 4.463 4.463 4.321 4.416
PP 4.369 4.369 4.369 4.346
S1 4.203 4.203 4.273 4.156
S2 4.109 4.109 4.249
S3 3.849 3.943 4.226
S4 3.589 3.683 4.154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.475 4.256 0.219 5.0% 0.107 2.4% 72% False False 63,044
10 4.570 4.256 0.314 7.1% 0.109 2.5% 50% False False 61,342
20 4.669 4.256 0.413 9.4% 0.128 2.9% 38% False False 60,589
40 4.893 4.217 0.676 15.3% 0.144 3.3% 29% False False 58,330
60 4.893 3.850 1.043 23.6% 0.133 3.0% 54% False False 45,777
80 4.893 3.827 1.066 24.2% 0.116 2.6% 55% False False 37,988
100 4.893 3.495 1.398 31.7% 0.106 2.4% 66% False False 31,584
120 4.893 3.495 1.398 31.7% 0.099 2.2% 66% False False 26,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 4.864
1.618 4.698
1.000 4.595
0.618 4.532
HIGH 4.429
0.618 4.366
0.500 4.346
0.382 4.326
LOW 4.263
0.618 4.160
1.000 4.097
1.618 3.994
2.618 3.828
4.250 3.558
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 4.391 4.390
PP 4.369 4.366
S1 4.346 4.343

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

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