NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 4.440 4.590 0.150 3.4% 4.779
High 4.593 4.650 0.057 1.2% 4.893
Low 4.419 4.428 0.009 0.2% 4.393
Close 4.550 4.455 -0.095 -2.1% 4.550
Range 0.174 0.222 0.048 27.6% 0.500
ATR 0.160 0.164 0.004 2.8% 0.000
Volume 60,825 47,709 -13,116 -21.6% 363,958
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.177 5.038 4.577
R3 4.955 4.816 4.516
R2 4.733 4.733 4.496
R1 4.594 4.594 4.475 4.553
PP 4.511 4.511 4.511 4.490
S1 4.372 4.372 4.435 4.331
S2 4.289 4.289 4.414
S3 4.067 4.150 4.394
S4 3.845 3.928 4.333
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 6.112 5.831 4.825
R3 5.612 5.331 4.688
R2 5.112 5.112 4.642
R1 4.831 4.831 4.596 4.722
PP 4.612 4.612 4.612 4.557
S1 4.331 4.331 4.504 4.222
S2 4.112 4.112 4.458
S3 3.612 3.831 4.413
S4 3.112 3.331 4.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.650 4.393 0.257 5.8% 0.171 3.8% 24% True False 70,549
10 4.893 4.393 0.500 11.2% 0.185 4.2% 12% False False 68,429
20 4.893 4.333 0.560 12.6% 0.163 3.7% 22% False False 62,204
40 4.893 3.850 1.043 23.4% 0.144 3.2% 58% False False 44,102
60 4.893 3.850 1.043 23.4% 0.119 2.7% 58% False False 34,347
80 4.893 3.495 1.398 31.4% 0.106 2.4% 69% False False 27,454
100 4.893 3.495 1.398 31.4% 0.097 2.2% 69% False False 22,606
120 4.893 3.495 1.398 31.4% 0.090 2.0% 69% False False 19,273
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 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.594
2.618 5.231
1.618 5.009
1.000 4.872
0.618 4.787
HIGH 4.650
0.618 4.565
0.500 4.539
0.382 4.513
LOW 4.428
0.618 4.291
1.000 4.206
1.618 4.069
2.618 3.847
4.250 3.485
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 4.539 4.522
PP 4.511 4.499
S1 4.483 4.477

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

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