NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 4.363 4.388 0.025 0.6% 4.404
High 4.398 4.500 0.102 2.3% 4.561
Low 4.348 4.353 0.005 0.1% 4.339
Close 4.393 4.492 0.099 2.3% 4.393
Range 0.050 0.147 0.097 194.0% 0.222
ATR 0.113 0.115 0.002 2.2% 0.000
Volume 26,552 10,122 -16,430 -61.9% 90,952
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 4.889 4.838 4.573
R3 4.742 4.691 4.532
R2 4.595 4.595 4.519
R1 4.544 4.544 4.505 4.570
PP 4.448 4.448 4.448 4.461
S1 4.397 4.397 4.479 4.423
S2 4.301 4.301 4.465
S3 4.154 4.250 4.452
S4 4.007 4.103 4.411
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 4.9% 0.118 2.6% 69% False False 18,794
10 4.561 4.296 0.265 5.9% 0.114 2.5% 74% False False 16,826
20 4.870 4.296 0.574 12.8% 0.114 2.5% 34% False False 14,818
40 4.870 4.296 0.574 12.8% 0.111 2.5% 34% False False 12,229
60 4.870 4.296 0.574 12.8% 0.109 2.4% 34% False False 10,135
80 4.891 4.296 0.595 13.2% 0.115 2.6% 33% False False 9,144
100 4.891 3.921 0.970 21.6% 0.112 2.5% 59% False False 7,934
120 4.891 3.921 0.970 21.6% 0.103 2.3% 59% False False 6,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.125
2.618 4.885
1.618 4.738
1.000 4.647
0.618 4.591
HIGH 4.500
0.618 4.444
0.500 4.427
0.382 4.409
LOW 4.353
0.618 4.262
1.000 4.206
1.618 4.115
2.618 3.968
4.250 3.728
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 4.470 4.468
PP 4.448 4.444
S1 4.427 4.420

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

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