NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 4.532 4.756 0.224 4.9% 4.620
High 4.746 4.789 0.043 0.9% 4.746
Low 4.484 4.687 0.203 4.5% 4.484
Close 4.741 4.697 -0.044 -0.9% 4.741
Range 0.262 0.102 -0.160 -61.1% 0.262
ATR 0.131 0.129 -0.002 -1.6% 0.000
Volume 169,762 84,798 -84,964 -50.0% 413,275
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.030 4.966 4.753
R3 4.928 4.864 4.725
R2 4.826 4.826 4.716
R1 4.762 4.762 4.706 4.743
PP 4.724 4.724 4.724 4.715
S1 4.660 4.660 4.688 4.641
S2 4.622 4.622 4.678
S3 4.520 4.558 4.669
S4 4.418 4.456 4.641
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.443 5.354 4.885
R3 5.181 5.092 4.813
R2 4.919 4.919 4.789
R1 4.830 4.830 4.765 4.875
PP 4.657 4.657 4.657 4.679
S1 4.568 4.568 4.717 4.613
S2 4.395 4.395 4.693
S3 4.133 4.306 4.669
S4 3.871 4.044 4.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.789 4.484 0.305 6.5% 0.135 2.9% 70% True False 99,614
10 4.789 4.430 0.359 7.6% 0.121 2.6% 74% True False 118,894
20 4.789 4.221 0.568 12.1% 0.127 2.7% 84% True False 106,994
40 4.893 4.221 0.672 14.3% 0.136 2.9% 71% False False 83,612
60 4.893 4.217 0.676 14.4% 0.139 3.0% 71% False False 73,547
80 4.893 3.850 1.043 22.2% 0.130 2.8% 81% False False 59,326
100 4.893 3.785 1.108 23.6% 0.117 2.5% 82% False False 50,436
120 4.893 3.495 1.398 29.8% 0.109 2.3% 86% False False 42,926
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 True
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.223
2.618 5.056
1.618 4.954
1.000 4.891
0.618 4.852
HIGH 4.789
0.618 4.750
0.500 4.738
0.382 4.726
LOW 4.687
0.618 4.624
1.000 4.585
1.618 4.522
2.618 4.420
4.250 4.254
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 4.738 4.677
PP 4.724 4.657
S1 4.711 4.637

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

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