NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 4.347 4.362 0.015 0.3% 4.767
High 4.375 4.480 0.105 2.4% 4.811
Low 4.316 4.264 -0.052 -1.2% 4.480
Close 4.342 4.443 0.101 2.3% 4.508
Range 0.059 0.216 0.157 266.1% 0.331
ATR 0.105 0.113 0.008 7.6% 0.000
Volume 18,348 8,118 -10,230 -55.8% 56,105
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 5.044 4.959 4.562
R3 4.828 4.743 4.502
R2 4.612 4.612 4.483
R1 4.527 4.527 4.463 4.570
PP 4.396 4.396 4.396 4.417
S1 4.311 4.311 4.423 4.354
S2 4.180 4.180 4.403
S3 3.964 4.095 4.384
S4 3.748 3.879 4.324
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 5.593 5.381 4.690
R3 5.262 5.050 4.599
R2 4.931 4.931 4.569
R1 4.719 4.719 4.538 4.660
PP 4.600 4.600 4.600 4.570
S1 4.388 4.388 4.478 4.329
S2 4.269 4.269 4.447
S3 3.938 4.057 4.417
S4 3.607 3.726 4.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.574 4.264 0.310 7.0% 0.116 2.6% 58% False True 15,143
10 4.811 4.264 0.547 12.3% 0.113 2.6% 33% False True 12,618
20 4.845 4.264 0.581 13.1% 0.109 2.5% 31% False True 10,403
40 4.845 4.264 0.581 13.1% 0.102 2.3% 31% False True 9,551
60 4.845 4.264 0.581 13.1% 0.109 2.5% 31% False True 8,283
80 4.845 4.228 0.617 13.9% 0.111 2.5% 35% False False 7,370
100 4.845 3.923 0.922 20.8% 0.103 2.3% 56% False False 6,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.398
2.618 5.045
1.618 4.829
1.000 4.696
0.618 4.613
HIGH 4.480
0.618 4.397
0.500 4.372
0.382 4.347
LOW 4.264
0.618 4.131
1.000 4.048
1.618 3.915
2.618 3.699
4.250 3.346
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 4.419 4.419
PP 4.396 4.396
S1 4.372 4.372

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

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