NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 4.348 4.456 0.108 2.5% 4.380
High 4.466 4.561 0.095 2.1% 4.524
Low 4.323 4.439 0.116 2.7% 4.308
Close 4.459 4.554 0.095 2.1% 4.363
Range 0.143 0.122 -0.021 -14.7% 0.216
ATR 0.110 0.111 0.001 0.8% 0.000
Volume 11,321 14,791 3,470 30.7% 75,824
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 4.884 4.841 4.621
R3 4.762 4.719 4.588
R2 4.640 4.640 4.576
R1 4.597 4.597 4.565 4.619
PP 4.518 4.518 4.518 4.529
S1 4.475 4.475 4.543 4.497
S2 4.396 4.396 4.532
S3 4.274 4.353 4.520
S4 4.152 4.231 4.487
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 4.561 4.308 0.253 5.6% 0.110 2.4% 97% True False 16,723
10 4.561 4.264 0.297 6.5% 0.110 2.4% 98% True False 14,315
20 4.845 4.264 0.581 12.8% 0.108 2.4% 50% False False 13,135
40 4.845 4.264 0.581 12.8% 0.104 2.3% 50% False False 11,513
60 4.845 4.264 0.581 12.8% 0.101 2.2% 50% False False 9,390
80 4.845 4.264 0.581 12.8% 0.110 2.4% 50% False False 8,422
100 4.845 3.923 0.922 20.2% 0.107 2.4% 68% False False 7,385
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.080
2.618 4.880
1.618 4.758
1.000 4.683
0.618 4.636
HIGH 4.561
0.618 4.514
0.500 4.500
0.382 4.486
LOW 4.439
0.618 4.364
1.000 4.317
1.618 4.242
2.618 4.120
4.250 3.921
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 4.536 4.516
PP 4.518 4.479
S1 4.500 4.441

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

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