NYMEX Natural Gas Future May 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 4.403 4.394 -0.009 -0.2% 4.462
High 4.426 4.570 0.144 3.3% 4.535
Low 4.354 4.367 0.013 0.3% 4.275
Close 4.395 4.538 0.143 3.3% 4.297
Range 0.072 0.203 0.131 181.9% 0.260
ATR 0.128 0.133 0.005 4.2% 0.000
Volume 86,666 140,521 53,855 62.1% 267,772
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.101 5.022 4.650
R3 4.898 4.819 4.594
R2 4.695 4.695 4.575
R1 4.616 4.616 4.557 4.656
PP 4.492 4.492 4.492 4.511
S1 4.413 4.413 4.519 4.453
S2 4.289 4.289 4.501
S3 4.086 4.210 4.482
S4 3.883 4.007 4.426
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.149 4.983 4.440
R3 4.889 4.723 4.369
R2 4.629 4.629 4.345
R1 4.463 4.463 4.321 4.416
PP 4.369 4.369 4.369 4.346
S1 4.203 4.203 4.273 4.156
S2 4.109 4.109 4.249
S3 3.849 3.943 4.226
S4 3.589 3.683 4.154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.570 4.256 0.314 6.9% 0.123 2.7% 90% True False 87,417
10 4.570 4.256 0.314 6.9% 0.108 2.4% 90% True False 68,821
20 4.669 4.256 0.413 9.1% 0.128 2.8% 68% False False 64,067
40 4.893 4.256 0.637 14.0% 0.144 3.2% 44% False False 62,363
60 4.893 3.850 1.043 23.0% 0.135 3.0% 66% False False 49,351
80 4.893 3.850 1.043 23.0% 0.118 2.6% 66% False False 40,581
100 4.893 3.495 1.398 30.8% 0.108 2.4% 75% False False 33,790
120 4.893 3.495 1.398 30.8% 0.100 2.2% 75% False False 28,635
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 0.025
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.433
2.618 5.101
1.618 4.898
1.000 4.773
0.618 4.695
HIGH 4.570
0.618 4.492
0.500 4.469
0.382 4.445
LOW 4.367
0.618 4.242
1.000 4.164
1.618 4.039
2.618 3.836
4.250 3.504
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.515 4.498
PP 4.492 4.457
S1 4.469 4.417

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

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