NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 4.461 4.459 -0.002 0.0% 4.507
High 4.485 4.626 0.141 3.1% 4.576
Low 4.420 4.433 0.013 0.3% 4.345
Close 4.457 4.595 0.138 3.1% 4.366
Range 0.065 0.193 0.128 196.9% 0.231
ATR 0.112 0.118 0.006 5.2% 0.000
Volume 5,357 5,301 -56 -1.0% 25,784
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.130 5.056 4.701
R3 4.937 4.863 4.648
R2 4.744 4.744 4.630
R1 4.670 4.670 4.613 4.707
PP 4.551 4.551 4.551 4.570
S1 4.477 4.477 4.577 4.514
S2 4.358 4.358 4.560
S3 4.165 4.284 4.542
S4 3.972 4.091 4.489
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.122 4.975 4.493
R3 4.891 4.744 4.430
R2 4.660 4.660 4.408
R1 4.513 4.513 4.387 4.471
PP 4.429 4.429 4.429 4.408
S1 4.282 4.282 4.345 4.240
S2 4.198 4.198 4.324
S3 3.967 4.051 4.302
S4 3.736 3.820 4.239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.626 4.324 0.302 6.6% 0.111 2.4% 90% True False 5,389
10 4.626 4.324 0.302 6.6% 0.092 2.0% 90% True False 5,729
20 4.700 4.324 0.376 8.2% 0.110 2.4% 72% False False 5,973
40 4.891 4.313 0.578 12.6% 0.122 2.6% 49% False False 6,022
60 4.891 3.921 0.970 21.1% 0.113 2.5% 69% False False 4,972
80 4.891 3.921 0.970 21.1% 0.098 2.1% 69% False False 4,306
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 0.011
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.446
2.618 5.131
1.618 4.938
1.000 4.819
0.618 4.745
HIGH 4.626
0.618 4.552
0.500 4.530
0.382 4.507
LOW 4.433
0.618 4.314
1.000 4.240
1.618 4.121
2.618 3.928
4.250 3.613
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.573 4.557
PP 4.551 4.519
S1 4.530 4.482

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

View Archives - Comment on this page... - Back to Index of Symbols