NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 4.367 4.262 -0.105 -2.4% 4.297
High 4.390 4.390 0.000 0.0% 4.570
Low 4.251 4.221 -0.030 -0.7% 4.256
Close 4.276 4.364 0.088 2.1% 4.485
Range 0.139 0.169 0.030 21.6% 0.314
ATR 0.133 0.135 0.003 2.0% 0.000
Volume 108,597 104,461 -4,136 -3.8% 448,242
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.832 4.767 4.457
R3 4.663 4.598 4.410
R2 4.494 4.494 4.395
R1 4.429 4.429 4.379 4.462
PP 4.325 4.325 4.325 4.341
S1 4.260 4.260 4.349 4.293
S2 4.156 4.156 4.333
S3 3.987 4.091 4.318
S4 3.818 3.922 4.271
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 4.221 0.349 8.0% 0.152 3.5% 41% False True 107,889
10 4.570 4.221 0.349 8.0% 0.128 2.9% 41% False True 90,099
20 4.669 4.221 0.448 10.3% 0.122 2.8% 32% False True 73,451
40 4.893 4.221 0.672 15.4% 0.143 3.3% 21% False True 68,591
60 4.893 3.850 1.043 23.9% 0.138 3.2% 49% False False 55,131
80 4.893 3.850 1.043 23.9% 0.122 2.8% 49% False False 45,214
100 4.893 3.569 1.324 30.3% 0.111 2.5% 60% False False 37,550
120 4.893 3.495 1.398 32.0% 0.103 2.4% 62% False False 31,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.108
2.618 4.832
1.618 4.663
1.000 4.559
0.618 4.494
HIGH 4.390
0.618 4.325
0.500 4.306
0.382 4.286
LOW 4.221
0.618 4.117
1.000 4.052
1.618 3.948
2.618 3.779
4.250 3.503
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 4.345 4.361
PP 4.325 4.357
S1 4.306 4.354

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

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