NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 4.394 4.517 0.123 2.8% 4.297
High 4.570 4.568 -0.002 0.0% 4.570
Low 4.367 4.471 0.104 2.4% 4.256
Close 4.538 4.485 -0.053 -1.2% 4.485
Range 0.203 0.097 -0.106 -52.2% 0.314
ATR 0.133 0.131 -0.003 -1.9% 0.000
Volume 140,521 68,381 -72,140 -51.3% 448,242
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.799 4.739 4.538
R3 4.702 4.642 4.512
R2 4.605 4.605 4.503
R1 4.545 4.545 4.494 4.527
PP 4.508 4.508 4.508 4.499
S1 4.448 4.448 4.476 4.430
S2 4.411 4.411 4.467
S3 4.314 4.351 4.458
S4 4.217 4.254 4.432
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.379 5.246 4.658
R3 5.065 4.932 4.571
R2 4.751 4.751 4.543
R1 4.618 4.618 4.514 4.685
PP 4.437 4.437 4.437 4.470
S1 4.304 4.304 4.456 4.371
S2 4.123 4.123 4.427
S3 3.809 3.990 4.399
S4 3.495 3.676 4.312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.570 4.256 0.314 7.0% 0.125 2.8% 73% False False 89,648
10 4.570 4.256 0.314 7.0% 0.108 2.4% 73% False False 71,601
20 4.669 4.256 0.413 9.2% 0.124 2.8% 55% False False 64,445
40 4.893 4.256 0.637 14.2% 0.141 3.1% 36% False False 63,153
60 4.893 3.850 1.043 23.3% 0.135 3.0% 61% False False 50,326
80 4.893 3.850 1.043 23.3% 0.118 2.6% 61% False False 41,380
100 4.893 3.495 1.398 31.2% 0.108 2.4% 71% False False 34,432
120 4.893 3.495 1.398 31.2% 0.100 2.2% 71% False False 29,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.822
1.618 4.725
1.000 4.665
0.618 4.628
HIGH 4.568
0.618 4.531
0.500 4.520
0.382 4.508
LOW 4.471
0.618 4.411
1.000 4.374
1.618 4.314
2.618 4.217
4.250 4.059
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 4.520 4.477
PP 4.508 4.470
S1 4.497 4.462

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

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