NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 4.753 4.723 -0.030 -0.6% 4.620
High 4.785 4.805 0.020 0.4% 4.746
Low 4.716 4.674 -0.042 -0.9% 4.484
Close 4.730 4.705 -0.025 -0.5% 4.741
Range 0.069 0.131 0.062 89.9% 0.262
ATR 0.121 0.122 0.001 0.6% 0.000
Volume 65,042 80,842 15,800 24.3% 413,275
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 5.121 5.044 4.777
R3 4.990 4.913 4.741
R2 4.859 4.859 4.729
R1 4.782 4.782 4.717 4.755
PP 4.728 4.728 4.728 4.715
S1 4.651 4.651 4.693 4.624
S2 4.597 4.597 4.681
S3 4.466 4.520 4.669
S4 4.335 4.389 4.633
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 4.805 4.484 0.321 6.8% 0.129 2.7% 69% True False 95,762
10 4.805 4.484 0.321 6.8% 0.120 2.6% 69% True False 103,822
20 4.805 4.221 0.584 12.4% 0.125 2.6% 83% True False 106,240
40 4.805 4.221 0.584 12.4% 0.125 2.6% 83% True False 83,638
60 4.893 4.221 0.672 14.3% 0.137 2.9% 72% False False 75,108
80 4.893 3.850 1.043 22.2% 0.131 2.8% 82% False False 61,924
100 4.893 3.850 1.043 22.2% 0.118 2.5% 82% False False 52,414
120 4.893 3.495 1.398 29.7% 0.110 2.3% 87% False False 44,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.362
2.618 5.148
1.618 5.017
1.000 4.936
0.618 4.886
HIGH 4.805
0.618 4.755
0.500 4.740
0.382 4.724
LOW 4.674
0.618 4.593
1.000 4.543
1.618 4.462
2.618 4.331
4.250 4.117
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 4.740 4.740
PP 4.728 4.728
S1 4.717 4.717

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

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