NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 4.281 4.403 0.122 2.8% 4.462
High 4.429 4.426 -0.003 -0.1% 4.535
Low 4.263 4.354 0.091 2.1% 4.275
Close 4.414 4.395 -0.019 -0.4% 4.297
Range 0.166 0.072 -0.094 -56.6% 0.260
ATR 0.132 0.128 -0.004 -3.3% 0.000
Volume 81,617 86,666 5,049 6.2% 267,772
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.608 4.573 4.435
R3 4.536 4.501 4.415
R2 4.464 4.464 4.408
R1 4.429 4.429 4.402 4.411
PP 4.392 4.392 4.392 4.382
S1 4.357 4.357 4.388 4.339
S2 4.320 4.320 4.382
S3 4.248 4.285 4.375
S4 4.176 4.213 4.355
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 4.447 4.256 0.191 4.3% 0.105 2.4% 73% False False 72,308
10 4.535 4.256 0.279 6.3% 0.100 2.3% 50% False False 62,727
20 4.669 4.256 0.413 9.4% 0.124 2.8% 34% False False 61,036
40 4.893 4.256 0.637 14.5% 0.143 3.3% 22% False False 59,542
60 4.893 3.850 1.043 23.7% 0.133 3.0% 52% False False 47,152
80 4.893 3.850 1.043 23.7% 0.116 2.6% 52% False False 38,958
100 4.893 3.495 1.398 31.8% 0.107 2.4% 64% False False 32,414
120 4.893 3.495 1.398 31.8% 0.098 2.2% 64% False False 27,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4.732
2.618 4.614
1.618 4.542
1.000 4.498
0.618 4.470
HIGH 4.426
0.618 4.398
0.500 4.390
0.382 4.382
LOW 4.354
0.618 4.310
1.000 4.282
1.618 4.238
2.618 4.166
4.250 4.048
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 4.393 4.378
PP 4.392 4.360
S1 4.390 4.343

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

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