NYMEX Natural Gas Future October 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 4.322 4.352 0.030 0.7% 4.382
High 4.364 4.462 0.098 2.2% 4.528
Low 4.320 4.328 0.008 0.2% 4.312
Close 4.363 4.455 0.092 2.1% 4.363
Range 0.044 0.134 0.090 204.5% 0.216
ATR 0.108 0.110 0.002 1.7% 0.000
Volume 30,787 9,906 -20,881 -67.8% 96,705
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 4.817 4.770 4.529
R3 4.683 4.636 4.492
R2 4.549 4.549 4.480
R1 4.502 4.502 4.467 4.526
PP 4.415 4.415 4.415 4.427
S1 4.368 4.368 4.443 4.392
S2 4.281 4.281 4.430
S3 4.147 4.234 4.418
S4 4.013 4.100 4.381
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.049 4.922 4.482
R3 4.833 4.706 4.422
R2 4.617 4.617 4.403
R1 4.490 4.490 4.383 4.446
PP 4.401 4.401 4.401 4.379
S1 4.274 4.274 4.343 4.230
S2 4.185 4.185 4.323
S3 3.969 4.058 4.304
S4 3.753 3.842 4.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.528 4.312 0.216 4.8% 0.110 2.5% 66% False False 19,375
10 4.528 4.285 0.243 5.5% 0.108 2.4% 70% False False 20,756
20 4.850 4.285 0.565 12.7% 0.108 2.4% 30% False False 19,374
40 4.850 4.285 0.565 12.7% 0.106 2.4% 30% False False 16,759
60 4.850 4.285 0.565 12.7% 0.106 2.4% 30% False False 16,098
80 4.856 4.285 0.571 12.8% 0.114 2.6% 30% False False 17,068
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.032
2.618 4.813
1.618 4.679
1.000 4.596
0.618 4.545
HIGH 4.462
0.618 4.411
0.500 4.395
0.382 4.379
LOW 4.328
0.618 4.245
1.000 4.194
1.618 4.111
2.618 3.977
4.250 3.759
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 4.435 4.432
PP 4.415 4.410
S1 4.395 4.387

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

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