NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 4.572 4.524 -0.048 -1.0% 4.779
High 4.626 4.632 0.006 0.1% 4.893
Low 4.465 4.463 -0.002 0.0% 4.393
Close 4.484 4.603 0.119 2.7% 4.550
Range 0.161 0.169 0.008 5.0% 0.500
ATR 0.162 0.162 0.001 0.3% 0.000
Volume 54,824 51,461 -3,363 -6.1% 363,958
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.073 5.007 4.696
R3 4.904 4.838 4.649
R2 4.735 4.735 4.634
R1 4.669 4.669 4.618 4.702
PP 4.566 4.566 4.566 4.583
S1 4.500 4.500 4.588 4.533
S2 4.397 4.397 4.572
S3 4.228 4.331 4.557
S4 4.059 4.162 4.510
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 4.419 0.231 5.0% 0.172 3.7% 80% False False 52,542
10 4.893 4.393 0.500 10.9% 0.187 4.1% 42% False False 64,401
20 4.893 4.378 0.515 11.2% 0.163 3.5% 44% False False 64,214
40 4.893 3.850 1.043 22.7% 0.148 3.2% 72% False False 47,013
60 4.893 3.850 1.043 22.7% 0.124 2.7% 72% False False 36,046
80 4.893 3.570 1.323 28.7% 0.109 2.4% 78% False False 29,151
100 4.893 3.495 1.398 30.4% 0.101 2.2% 79% False False 24,051
120 4.893 3.495 1.398 30.4% 0.093 2.0% 79% False False 20,512
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 0.049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.350
2.618 5.074
1.618 4.905
1.000 4.801
0.618 4.736
HIGH 4.632
0.618 4.567
0.500 4.548
0.382 4.528
LOW 4.463
0.618 4.359
1.000 4.294
1.618 4.190
2.618 4.021
4.250 3.745
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 4.585 4.584
PP 4.566 4.564
S1 4.548 4.545

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

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