NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 4.467 4.471 0.004 0.1% 4.623
High 4.504 4.474 -0.030 -0.7% 4.733
Low 4.420 4.349 -0.071 -1.6% 4.341
Close 4.484 4.369 -0.115 -2.6% 4.425
Range 0.084 0.125 0.041 48.8% 0.392
ATR 0.165 0.163 -0.002 -1.3% 0.000
Volume 61,534 115,252 53,718 87.3% 538,095
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.772 4.696 4.438
R3 4.647 4.571 4.403
R2 4.522 4.522 4.392
R1 4.446 4.446 4.380 4.422
PP 4.397 4.397 4.397 4.385
S1 4.321 4.321 4.358 4.297
S2 4.272 4.272 4.346
S3 4.147 4.196 4.335
S4 4.022 4.071 4.300
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.676 5.442 4.641
R3 5.284 5.050 4.533
R2 4.892 4.892 4.497
R1 4.658 4.658 4.461 4.579
PP 4.500 4.500 4.500 4.460
S1 4.266 4.266 4.389 4.187
S2 4.108 4.108 4.353
S3 3.716 3.874 4.317
S4 3.324 3.482 4.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.587 4.341 0.246 5.6% 0.103 2.4% 11% False False 81,954
10 4.733 4.341 0.392 9.0% 0.124 2.8% 7% False False 95,889
20 5.209 4.341 0.868 19.9% 0.186 4.3% 3% False False 121,047
40 5.209 4.220 0.989 22.6% 0.179 4.1% 15% False False 109,808
60 5.209 3.858 1.351 30.9% 0.153 3.5% 38% False False 86,780
80 5.209 3.709 1.500 34.3% 0.134 3.1% 44% False False 77,335
100 5.209 3.462 1.747 40.0% 0.123 2.8% 52% False False 65,929
120 5.209 3.462 1.747 40.0% 0.114 2.6% 52% False False 57,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.801
1.618 4.676
1.000 4.599
0.618 4.551
HIGH 4.474
0.618 4.426
0.500 4.412
0.382 4.397
LOW 4.349
0.618 4.272
1.000 4.224
1.618 4.147
2.618 4.022
4.250 3.818
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 4.412 4.449
PP 4.397 4.422
S1 4.383 4.396

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

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