NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 4.474 4.363 -0.111 -2.5% 4.404
High 4.500 4.398 -0.102 -2.3% 4.561
Low 4.339 4.348 0.009 0.2% 4.339
Close 4.346 4.393 0.047 1.1% 4.393
Range 0.161 0.050 -0.111 -68.9% 0.222
ATR 0.117 0.113 -0.005 -4.0% 0.000
Volume 17,974 26,552 8,578 47.7% 90,952
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 4.530 4.511 4.421
R3 4.480 4.461 4.407
R2 4.430 4.430 4.402
R1 4.411 4.411 4.398 4.421
PP 4.380 4.380 4.380 4.384
S1 4.361 4.361 4.388 4.371
S2 4.330 4.330 4.384
S3 4.280 4.311 4.379
S4 4.230 4.261 4.366
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.097 4.967 4.515
R3 4.875 4.745 4.454
R2 4.653 4.653 4.434
R1 4.523 4.523 4.413 4.477
PP 4.431 4.431 4.431 4.408
S1 4.301 4.301 4.373 4.255
S2 4.209 4.209 4.352
S3 3.987 4.079 4.332
S4 3.765 3.857 4.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.561 4.339 0.222 5.1% 0.111 2.5% 24% False False 18,190
10 4.561 4.296 0.265 6.0% 0.115 2.6% 37% False False 17,117
20 4.870 4.296 0.574 13.1% 0.115 2.6% 17% False False 14,660
40 4.870 4.296 0.574 13.1% 0.109 2.5% 17% False False 12,155
60 4.870 4.296 0.574 13.1% 0.109 2.5% 17% False False 10,094
80 4.891 4.296 0.595 13.5% 0.115 2.6% 16% False False 9,088
100 4.891 3.921 0.970 22.1% 0.111 2.5% 49% False False 7,845
120 4.891 3.921 0.970 22.1% 0.102 2.3% 49% False False 6,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.611
2.618 4.529
1.618 4.479
1.000 4.448
0.618 4.429
HIGH 4.398
0.618 4.379
0.500 4.373
0.382 4.367
LOW 4.348
0.618 4.317
1.000 4.298
1.618 4.267
2.618 4.217
4.250 4.136
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 4.386 4.450
PP 4.380 4.431
S1 4.373 4.412

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

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