NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 3.854 3.847 -0.007 -0.2% 3.719
High 3.865 3.872 0.007 0.2% 3.846
Low 3.827 3.818 -0.009 -0.2% 3.712
Close 3.840 3.862 0.022 0.6% 3.803
Range 0.038 0.054 0.016 42.1% 0.134
ATR 0.000 0.051 0.051 0.000
Volume 5,134 4,579 -555 -10.8% 12,101
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.013 3.991 3.892
R3 3.959 3.937 3.877
R2 3.905 3.905 3.872
R1 3.883 3.883 3.867 3.894
PP 3.851 3.851 3.851 3.856
S1 3.829 3.829 3.857 3.840
S2 3.797 3.797 3.852
S3 3.743 3.775 3.847
S4 3.689 3.721 3.832
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.189 4.130 3.877
R3 4.055 3.996 3.840
R2 3.921 3.921 3.828
R1 3.862 3.862 3.815 3.892
PP 3.787 3.787 3.787 3.802
S1 3.728 3.728 3.791 3.758
S2 3.653 3.653 3.778
S3 3.519 3.594 3.766
S4 3.385 3.460 3.729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.872 3.761 0.111 2.9% 0.052 1.4% 91% True False 2,820
10 3.872 3.712 0.160 4.1% 0.048 1.3% 94% True False 3,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.102
2.618 4.013
1.618 3.959
1.000 3.926
0.618 3.905
HIGH 3.872
0.618 3.851
0.500 3.845
0.382 3.839
LOW 3.818
0.618 3.785
1.000 3.764
1.618 3.731
2.618 3.677
4.250 3.589
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 3.856 3.853
PP 3.851 3.845
S1 3.845 3.836

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

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