NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 4.534 4.561 0.027 0.6% 4.482
High 4.593 4.703 0.110 2.4% 4.487
Low 4.498 4.522 0.024 0.5% 4.221
Close 4.586 4.655 0.069 1.5% 4.439
Range 0.095 0.181 0.086 90.5% 0.266
ATR 0.126 0.130 0.004 3.1% 0.000
Volume 128,928 201,906 72,978 56.6% 502,703
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.170 5.093 4.755
R3 4.989 4.912 4.705
R2 4.808 4.808 4.688
R1 4.731 4.731 4.672 4.770
PP 4.627 4.627 4.627 4.646
S1 4.550 4.550 4.638 4.589
S2 4.446 4.446 4.622
S3 4.265 4.369 4.605
S4 4.084 4.188 4.555
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 4.703 4.404 0.299 6.4% 0.109 2.3% 84% True False 129,470
10 4.703 4.221 0.482 10.4% 0.127 2.7% 90% True False 114,796
20 4.703 4.221 0.482 10.4% 0.118 2.5% 90% True False 91,808
40 4.893 4.221 0.672 14.4% 0.138 3.0% 65% False False 78,992
60 4.893 4.005 0.888 19.1% 0.138 3.0% 73% False False 65,525
80 4.893 3.850 1.043 22.4% 0.125 2.7% 77% False False 52,694
100 4.893 3.619 1.274 27.4% 0.114 2.4% 81% False False 44,603
120 4.893 3.495 1.398 30.0% 0.106 2.3% 83% False False 37,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.472
2.618 5.177
1.618 4.996
1.000 4.884
0.618 4.815
HIGH 4.703
0.618 4.634
0.500 4.613
0.382 4.591
LOW 4.522
0.618 4.410
1.000 4.341
1.618 4.229
2.618 4.048
4.250 3.753
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 4.641 4.630
PP 4.627 4.605
S1 4.613 4.580

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

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