NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	4.262	4.369	0.107	2.5%	4.297
High	4.390	4.483	0.093	2.1%	4.570
Low	4.221	4.313	0.092	2.2%	4.256
Close	4.364	4.470	0.106	2.4%	4.485
Range	0.169	0.170	0.001	0.6%	0.314
ATR	0.135	0.138	0.002	1.8%	0.000
Volume	104,461	101,683	-2,778	-2.7%	448,242

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.932	4.871	4.564
R3	4.762	4.701	4.517
R2	4.592	4.592	4.501
R1	4.531	4.531	4.486	4.562
PP	4.422	4.422	4.422	4.437
S1	4.361	4.361	4.454	4.392
S2	4.252	4.252	4.439
S3	4.082	4.191	4.423
S4	3.912	4.021	4.377

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	4.568	4.221	0.347	7.8%	0.145	3.2%	72%	False	False	100,122
10	4.570	4.221	0.349	7.8%	0.134	3.0%	71%	False	False	93,769
20	4.669	4.221	0.448	10.0%	0.122	2.7%	56%	False	False	75,962
40	4.893	4.221	0.672	15.0%	0.142	3.2%	37%	False	False	70,088
60	4.893	3.850	1.043	23.3%	0.139	3.1%	59%	False	False	56,663
80	4.893	3.850	1.043	23.3%	0.123	2.8%	59%	False	False	46,025
100	4.893	3.570	1.323	29.6%	0.112	2.5%	68%	False	False	38,513
120	4.893	3.495	1.398	31.3%	0.104	2.3%	70%	False	False	32,703

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	0.029
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.206
2.618	4.928
1.618	4.758
1.000	4.653
0.618	4.588
HIGH	4.483
0.618	4.418
0.500	4.398
0.382	4.378
LOW	4.313
0.618	4.208
1.000	4.143
1.618	4.038
2.618	3.868
4.250	3.591

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	4.446	4.431
PP	4.422	4.391
S1	4.398	4.352

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols