NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 4.456 4.561 0.105 2.4% 4.380
High 4.561 4.608 0.047 1.0% 4.524
Low 4.439 4.476 0.037 0.8% 4.308
Close 4.554 4.505 -0.049 -1.1% 4.363
Range 0.122 0.132 0.010 8.2% 0.216
ATR 0.111 0.112 0.002 1.4% 0.000
Volume 14,791 16,548 1,757 11.9% 75,824
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 4.926 4.847 4.578
R3 4.794 4.715 4.541
R2 4.662 4.662 4.529
R1 4.583 4.583 4.517 4.557
PP 4.530 4.530 4.530 4.516
S1 4.451 4.451 4.493 4.425
S2 4.398 4.398 4.481
S3 4.266 4.319 4.469
S4 4.134 4.187 4.432
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5.046 4.921 4.482
R3 4.830 4.705 4.422
R2 4.614 4.614 4.403
R1 4.489 4.489 4.383 4.444
PP 4.398 4.398 4.398 4.376
S1 4.273 4.273 4.343 4.228
S2 4.182 4.182 4.323
S3 3.966 4.057 4.304
S4 3.750 3.841 4.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.608 4.308 0.300 6.7% 0.117 2.6% 66% True False 16,746
10 4.608 4.264 0.344 7.6% 0.118 2.6% 70% True False 14,135
20 4.817 4.264 0.553 12.3% 0.110 2.4% 44% False False 13,456
40 4.845 4.264 0.581 12.9% 0.105 2.3% 41% False False 11,776
60 4.845 4.264 0.581 12.9% 0.102 2.3% 41% False False 9,593
80 4.845 4.264 0.581 12.9% 0.110 2.4% 41% False False 8,588
100 4.845 3.923 0.922 20.5% 0.108 2.4% 63% False False 7,543
120 4.845 3.923 0.922 20.5% 0.100 2.2% 63% False False 6,776
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.169
2.618 4.954
1.618 4.822
1.000 4.740
0.618 4.690
HIGH 4.608
0.618 4.558
0.500 4.542
0.382 4.526
LOW 4.476
0.618 4.394
1.000 4.344
1.618 4.262
2.618 4.130
4.250 3.915
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 4.542 4.492
PP 4.530 4.479
S1 4.517 4.466

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

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