NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 4.406 4.395 -0.011 -0.2% 4.504
High 4.428 4.615 0.187 4.2% 4.587
Low 4.352 4.372 0.020 0.5% 4.286
Close 4.402 4.584 0.182 4.1% 4.313
Range 0.076 0.243 0.167 219.7% 0.301
ATR 0.148 0.155 0.007 4.6% 0.000
Volume 50,394 11,082 -39,312 -78.0% 409,446
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.253 5.161 4.718
R3 5.010 4.918 4.651
R2 4.767 4.767 4.629
R1 4.675 4.675 4.606 4.721
PP 4.524 4.524 4.524 4.547
S1 4.432 4.432 4.562 4.478
S2 4.281 4.281 4.539
S3 4.038 4.189 4.517
S4 3.795 3.946 4.450
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.298 5.107 4.479
R3 4.997 4.806 4.396
R2 4.696 4.696 4.368
R1 4.505 4.505 4.341 4.450
PP 4.395 4.395 4.395 4.368
S1 4.204 4.204 4.285 4.149
S2 4.094 4.094 4.258
S3 3.793 3.903 4.230
S4 3.492 3.602 4.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.615 4.262 0.353 7.7% 0.133 2.9% 91% True False 51,119
10 4.615 4.262 0.353 7.7% 0.118 2.6% 91% True False 66,537
20 4.736 4.262 0.474 10.3% 0.149 3.2% 68% False False 93,015
40 5.209 4.262 0.947 20.7% 0.173 3.8% 34% False False 107,161
60 5.209 3.858 1.351 29.5% 0.159 3.5% 54% False False 89,031
80 5.209 3.849 1.360 29.7% 0.138 3.0% 54% False False 78,853
100 5.209 3.462 1.747 38.1% 0.126 2.7% 64% False False 67,686
120 5.209 3.462 1.747 38.1% 0.117 2.5% 64% False False 59,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.648
2.618 5.251
1.618 5.008
1.000 4.858
0.618 4.765
HIGH 4.615
0.618 4.522
0.500 4.494
0.382 4.465
LOW 4.372
0.618 4.222
1.000 4.129
1.618 3.979
2.618 3.736
4.250 3.339
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.554 4.536
PP 4.524 4.487
S1 4.494 4.439

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

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