NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 4.443 4.485 0.042 0.9% 4.478
High 4.523 4.524 0.001 0.0% 4.480
Low 4.402 4.425 0.023 0.5% 4.264
Close 4.507 4.432 -0.075 -1.7% 4.388
Range 0.121 0.099 -0.022 -18.2% 0.216
ATR 0.110 0.109 -0.001 -0.7% 0.000
Volume 12,014 16,435 4,421 36.8% 75,217
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 4.757 4.694 4.486
R3 4.658 4.595 4.459
R2 4.559 4.559 4.450
R1 4.496 4.496 4.441 4.478
PP 4.460 4.460 4.460 4.452
S1 4.397 4.397 4.423 4.379
S2 4.361 4.361 4.414
S3 4.262 4.298 4.405
S4 4.163 4.199 4.378
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 4.524 4.264 0.260 5.9% 0.118 2.7% 65% True False 11,525
10 4.733 4.264 0.469 10.6% 0.114 2.6% 36% False False 13,628
20 4.845 4.264 0.581 13.1% 0.107 2.4% 29% False False 11,166
40 4.845 4.264 0.581 13.1% 0.104 2.3% 29% False False 10,391
60 4.845 4.264 0.581 13.1% 0.103 2.3% 29% False False 8,728
80 4.845 4.250 0.595 13.4% 0.110 2.5% 31% False False 7,788
100 4.845 3.923 0.922 20.8% 0.105 2.4% 55% False False 6,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.945
2.618 4.783
1.618 4.684
1.000 4.623
0.618 4.585
HIGH 4.524
0.618 4.486
0.500 4.475
0.382 4.463
LOW 4.425
0.618 4.364
1.000 4.326
1.618 4.265
2.618 4.166
4.250 4.004
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 4.475 4.447
PP 4.460 4.442
S1 4.446 4.437

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

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