NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 3.680 3.652 -0.028 -0.8% 3.644
High 3.697 3.720 0.023 0.6% 3.711
Low 3.619 3.650 0.031 0.9% 3.570
Close 3.623 3.716 0.093 2.6% 3.708
Range 0.078 0.070 -0.008 -10.3% 0.141
ATR 0.070 0.072 0.002 2.8% 0.000
Volume 3,675 3,249 -426 -11.6% 36,075
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.905 3.881 3.755
R3 3.835 3.811 3.735
R2 3.765 3.765 3.729
R1 3.741 3.741 3.722 3.753
PP 3.695 3.695 3.695 3.702
S1 3.671 3.671 3.710 3.683
S2 3.625 3.625 3.703
S3 3.555 3.601 3.697
S4 3.485 3.531 3.678
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.086 4.038 3.786
R3 3.945 3.897 3.747
R2 3.804 3.804 3.734
R1 3.756 3.756 3.721 3.780
PP 3.663 3.663 3.663 3.675
S1 3.615 3.615 3.695 3.639
S2 3.522 3.522 3.682
S3 3.381 3.474 3.669
S4 3.240 3.333 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.743 3.570 0.173 4.7% 0.075 2.0% 84% False False 4,944
10 3.743 3.569 0.174 4.7% 0.067 1.8% 84% False False 6,140
20 3.860 3.495 0.365 9.8% 0.065 1.8% 61% False False 5,037
40 4.012 3.495 0.517 13.9% 0.062 1.7% 43% False False 3,783
60 4.012 3.495 0.517 13.9% 0.061 1.6% 43% False False 3,525
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.018
2.618 3.903
1.618 3.833
1.000 3.790
0.618 3.763
HIGH 3.720
0.618 3.693
0.500 3.685
0.382 3.677
LOW 3.650
0.618 3.607
1.000 3.580
1.618 3.537
2.618 3.467
4.250 3.353
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 3.706 3.704
PP 3.695 3.693
S1 3.685 3.681

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

View Archives - Comment on this page... - Back to Index of Symbols