NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 4.469 4.534 0.065 1.5% 4.482
High 4.552 4.593 0.041 0.9% 4.487
Low 4.456 4.498 0.042 0.9% 4.221
Close 4.534 4.586 0.052 1.1% 4.439
Range 0.096 0.095 -0.001 -1.0% 0.266
ATR 0.128 0.126 -0.002 -1.8% 0.000
Volume 124,599 128,928 4,329 3.5% 502,703
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.844 4.810 4.638
R3 4.749 4.715 4.612
R2 4.654 4.654 4.603
R1 4.620 4.620 4.595 4.637
PP 4.559 4.559 4.559 4.568
S1 4.525 4.525 4.577 4.542
S2 4.464 4.464 4.569
S3 4.369 4.430 4.560
S4 4.274 4.335 4.534
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.180 5.076 4.585
R3 4.914 4.810 4.512
R2 4.648 4.648 4.488
R1 4.544 4.544 4.463 4.463
PP 4.382 4.382 4.382 4.342
S1 4.278 4.278 4.415 4.197
S2 4.116 4.116 4.390
S3 3.850 4.012 4.366
S4 3.584 3.746 4.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.313 0.280 6.1% 0.107 2.3% 98% True False 109,425
10 4.593 4.221 0.372 8.1% 0.129 2.8% 98% True False 108,657
20 4.593 4.221 0.372 8.1% 0.114 2.5% 98% True False 85,692
40 4.893 4.221 0.672 14.7% 0.137 3.0% 54% False False 75,600
60 4.893 4.005 0.888 19.4% 0.136 3.0% 65% False False 62,592
80 4.893 3.850 1.043 22.7% 0.124 2.7% 71% False False 50,547
100 4.893 3.570 1.323 28.8% 0.113 2.5% 77% False False 42,654
120 4.893 3.495 1.398 30.5% 0.105 2.3% 78% False False 36,285
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.997
2.618 4.842
1.618 4.747
1.000 4.688
0.618 4.652
HIGH 4.593
0.618 4.557
0.500 4.546
0.382 4.534
LOW 4.498
0.618 4.439
1.000 4.403
1.618 4.344
2.618 4.249
4.250 4.094
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 4.573 4.561
PP 4.559 4.536
S1 4.546 4.512

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

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