NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 4.517 4.482 -0.035 -0.8% 4.297
High 4.568 4.487 -0.081 -1.8% 4.570
Low 4.471 4.337 -0.134 -3.0% 4.256
Close 4.485 4.371 -0.114 -2.5% 4.485
Range 0.097 0.150 0.053 54.6% 0.314
ATR 0.131 0.132 0.001 1.0% 0.000
Volume 68,381 117,489 49,108 71.8% 448,242
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.848 4.760 4.454
R3 4.698 4.610 4.412
R2 4.548 4.548 4.399
R1 4.460 4.460 4.385 4.429
PP 4.398 4.398 4.398 4.383
S1 4.310 4.310 4.357 4.279
S2 4.248 4.248 4.344
S3 4.098 4.160 4.330
S4 3.948 4.010 4.289
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.379 5.246 4.658
R3 5.065 4.932 4.571
R2 4.751 4.751 4.543
R1 4.618 4.618 4.514 4.685
PP 4.437 4.437 4.437 4.470
S1 4.304 4.304 4.456 4.371
S2 4.123 4.123 4.427
S3 3.809 3.990 4.399
S4 3.495 3.676 4.312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.570 4.263 0.307 7.0% 0.138 3.1% 35% False False 98,934
10 4.570 4.256 0.314 7.2% 0.114 2.6% 37% False False 77,048
20 4.669 4.256 0.413 9.4% 0.121 2.8% 28% False False 67,934
40 4.893 4.256 0.637 14.6% 0.142 3.2% 18% False False 65,069
60 4.893 3.850 1.043 23.9% 0.136 3.1% 50% False False 52,046
80 4.893 3.850 1.043 23.9% 0.120 2.7% 50% False False 42,743
100 4.893 3.495 1.398 32.0% 0.109 2.5% 63% False False 35,550
120 4.893 3.495 1.398 32.0% 0.101 2.3% 63% False False 30,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.125
2.618 4.880
1.618 4.730
1.000 4.637
0.618 4.580
HIGH 4.487
0.618 4.430
0.500 4.412
0.382 4.394
LOW 4.337
0.618 4.244
1.000 4.187
1.618 4.094
2.618 3.944
4.250 3.700
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 4.412 4.454
PP 4.398 4.426
S1 4.385 4.399

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

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