NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 4.313 4.308 -0.005 -0.1% 4.403
High 4.379 4.430 0.051 1.2% 4.472
Low 4.266 4.262 -0.004 -0.1% 4.206
Close 4.306 4.299 -0.007 -0.2% 4.304
Range 0.113 0.168 0.055 48.7% 0.266
ATR 0.125 0.128 0.003 2.5% 0.000
Volume 91,955 159,424 67,469 73.4% 426,815
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.834 4.735 4.391
R3 4.666 4.567 4.345
R2 4.498 4.498 4.330
R1 4.399 4.399 4.314 4.365
PP 4.330 4.330 4.330 4.313
S1 4.231 4.231 4.284 4.197
S2 4.162 4.162 4.268
S3 3.994 4.063 4.253
S4 3.826 3.895 4.207
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.125 4.981 4.450
R3 4.859 4.715 4.377
R2 4.593 4.593 4.353
R1 4.449 4.449 4.328 4.388
PP 4.327 4.327 4.327 4.297
S1 4.183 4.183 4.280 4.122
S2 4.061 4.061 4.255
S3 3.795 3.917 4.231
S4 3.529 3.651 4.158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.448 4.206 0.242 5.6% 0.161 3.8% 38% False False 119,329
10 4.578 4.206 0.372 8.7% 0.132 3.1% 25% False False 94,707
20 4.578 4.133 0.445 10.4% 0.127 2.9% 37% False False 91,436
40 4.578 3.547 1.031 24.0% 0.109 2.5% 73% False False 61,001
60 4.578 3.476 1.102 25.6% 0.102 2.4% 75% False False 46,003
80 4.578 3.476 1.102 25.6% 0.096 2.2% 75% False False 37,194
100 4.578 3.476 1.102 25.6% 0.091 2.1% 75% False False 30,771
120 4.578 3.476 1.102 25.6% 0.088 2.0% 75% False False 26,299
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.144
2.618 4.870
1.618 4.702
1.000 4.598
0.618 4.534
HIGH 4.430
0.618 4.366
0.500 4.346
0.382 4.326
LOW 4.262
0.618 4.158
1.000 4.094
1.618 3.990
2.618 3.822
4.250 3.548
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 4.346 4.318
PP 4.330 4.312
S1 4.315 4.305

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

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