NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 4.380 4.443 0.063 1.4% 4.478
High 4.484 4.523 0.039 0.9% 4.480
Low 4.369 4.402 0.033 0.8% 4.264
Close 4.433 4.507 0.074 1.7% 4.388
Range 0.115 0.121 0.006 5.2% 0.216
ATR 0.109 0.110 0.001 0.8% 0.000
Volume 6,305 12,014 5,709 90.5% 75,217
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 4.840 4.795 4.574
R3 4.719 4.674 4.540
R2 4.598 4.598 4.529
R1 4.553 4.553 4.518 4.576
PP 4.477 4.477 4.477 4.489
S1 4.432 4.432 4.496 4.455
S2 4.356 4.356 4.485
S3 4.235 4.311 4.474
S4 4.114 4.190 4.440
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 5.025 4.923 4.507
R3 4.809 4.707 4.447
R2 4.593 4.593 4.428
R1 4.491 4.491 4.408 4.434
PP 4.377 4.377 4.377 4.349
S1 4.275 4.275 4.368 4.218
S2 4.161 4.161 4.348
S3 3.945 4.059 4.329
S4 3.729 3.843 4.269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.523 4.264 0.259 5.7% 0.110 2.4% 94% True False 11,907
10 4.811 4.264 0.547 12.1% 0.116 2.6% 44% False False 13,617
20 4.845 4.264 0.581 12.9% 0.104 2.3% 42% False False 10,681
40 4.845 4.264 0.581 12.9% 0.104 2.3% 42% False False 10,086
60 4.845 4.264 0.581 12.9% 0.103 2.3% 42% False False 8,597
80 4.845 4.245 0.600 13.3% 0.111 2.5% 44% False False 7,695
100 4.845 3.923 0.922 20.5% 0.105 2.3% 63% False False 6,593
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.840
1.618 4.719
1.000 4.644
0.618 4.598
HIGH 4.523
0.618 4.477
0.500 4.463
0.382 4.448
LOW 4.402
0.618 4.327
1.000 4.281
1.618 4.206
2.618 4.085
4.250 3.888
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 4.492 4.487
PP 4.477 4.466
S1 4.463 4.446

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

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