NYMEX Natural Gas Future September 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 4.330 4.348 0.018 0.4% 4.380
High 4.365 4.466 0.101 2.3% 4.524
Low 4.321 4.323 0.002 0.0% 4.308
Close 4.363 4.459 0.096 2.2% 4.363
Range 0.044 0.143 0.099 225.0% 0.216
ATR 0.107 0.110 0.003 2.4% 0.000
Volume 25,268 11,321 -13,947 -55.2% 75,824
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 4.845 4.795 4.538
R3 4.702 4.652 4.498
R2 4.559 4.559 4.485
R1 4.509 4.509 4.472 4.534
PP 4.416 4.416 4.416 4.429
S1 4.366 4.366 4.446 4.391
S2 4.273 4.273 4.433
S3 4.130 4.223 4.420
S4 3.987 4.080 4.380
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.046 4.921 4.482
R3 4.830 4.705 4.422
R2 4.614 4.614 4.403
R1 4.489 4.489 4.383 4.444
PP 4.398 4.398 4.398 4.376
S1 4.273 4.273 4.343 4.228
S2 4.182 4.182 4.323
S3 3.966 4.057 4.304
S4 3.750 3.841 4.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.524 4.308 0.216 4.8% 0.110 2.5% 70% False False 16,168
10 4.524 4.264 0.260 5.8% 0.109 2.5% 75% False False 15,040
20 4.845 4.264 0.581 13.0% 0.106 2.4% 34% False False 12,779
40 4.845 4.264 0.581 13.0% 0.104 2.3% 34% False False 11,234
60 4.845 4.264 0.581 13.0% 0.102 2.3% 34% False False 9,230
80 4.845 4.264 0.581 13.0% 0.110 2.5% 34% False False 8,286
100 4.845 3.923 0.922 20.7% 0.106 2.4% 58% False False 7,253
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.074
2.618 4.840
1.618 4.697
1.000 4.609
0.618 4.554
HIGH 4.466
0.618 4.411
0.500 4.395
0.382 4.378
LOW 4.323
0.618 4.235
1.000 4.180
1.618 4.092
2.618 3.949
4.250 3.715
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 4.438 4.435
PP 4.416 4.411
S1 4.395 4.387

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

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