NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 4.695 4.753 0.058 1.2% 4.620
High 4.757 4.785 0.028 0.6% 4.746
Low 4.677 4.716 0.039 0.8% 4.484
Close 4.739 4.730 -0.009 -0.2% 4.741
Range 0.080 0.069 -0.011 -13.8% 0.262
ATR 0.125 0.121 -0.004 -3.2% 0.000
Volume 78,368 65,042 -13,326 -17.0% 413,275
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.951 4.909 4.768
R3 4.882 4.840 4.749
R2 4.813 4.813 4.743
R1 4.771 4.771 4.736 4.758
PP 4.744 4.744 4.744 4.737
S1 4.702 4.702 4.724 4.689
S2 4.675 4.675 4.717
S3 4.606 4.633 4.711
S4 4.537 4.564 4.692
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 6.4% 0.119 2.5% 81% False False 92,822
10 4.789 4.484 0.305 6.4% 0.117 2.5% 81% False False 108,631
20 4.789 4.221 0.568 12.0% 0.122 2.6% 90% False False 106,531
40 4.789 4.221 0.568 12.0% 0.125 2.6% 90% False False 83,560
60 4.893 4.217 0.676 14.3% 0.137 2.9% 76% False False 74,397
80 4.893 3.850 1.043 22.1% 0.130 2.7% 84% False False 60,965
100 4.893 3.827 1.066 22.5% 0.117 2.5% 85% False False 51,697
120 4.893 3.495 1.398 29.6% 0.109 2.3% 88% False False 44,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.078
2.618 4.966
1.618 4.897
1.000 4.854
0.618 4.828
HIGH 4.785
0.618 4.759
0.500 4.751
0.382 4.742
LOW 4.716
0.618 4.673
1.000 4.647
1.618 4.604
2.618 4.535
4.250 4.423
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 4.751 4.733
PP 4.744 4.732
S1 4.737 4.731

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

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