NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 4.485 4.430 -0.055 -1.2% 4.514
High 4.485 4.440 -0.045 -1.0% 4.550
Low 4.383 4.299 -0.084 -1.9% 4.299
Close 4.441 4.336 -0.105 -2.4% 4.336
Range 0.102 0.141 0.039 38.2% 0.251
ATR 0.106 0.109 0.003 2.4% 0.000
Volume 17,196 22,869 5,673 33.0% 144,243
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.781 4.700 4.414
R3 4.640 4.559 4.375
R2 4.499 4.499 4.362
R1 4.418 4.418 4.349 4.388
PP 4.358 4.358 4.358 4.344
S1 4.277 4.277 4.323 4.247
S2 4.217 4.217 4.310
S3 4.076 4.136 4.297
S4 3.935 3.995 4.258
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.148 4.993 4.474
R3 4.897 4.742 4.405
R2 4.646 4.646 4.382
R1 4.491 4.491 4.359 4.443
PP 4.395 4.395 4.395 4.371
S1 4.240 4.240 4.313 4.192
S2 4.144 4.144 4.290
S3 3.893 3.989 4.267
S4 3.642 3.738 4.198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.299 0.251 5.8% 0.098 2.3% 15% False True 45,630
10 4.550 4.184 0.366 8.4% 0.112 2.6% 42% False False 60,975
20 4.550 3.869 0.681 15.7% 0.105 2.4% 69% False False 64,160
40 4.550 3.469 1.081 24.9% 0.096 2.2% 80% False False 44,650
60 4.550 3.469 1.081 24.9% 0.089 2.1% 80% False False 35,644
80 4.550 3.469 1.081 24.9% 0.087 2.0% 80% False False 29,972
100 4.550 3.469 1.081 24.9% 0.085 1.9% 80% False False 25,800
120 4.550 3.469 1.081 24.9% 0.083 1.9% 80% False False 22,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.039
2.618 4.809
1.618 4.668
1.000 4.581
0.618 4.527
HIGH 4.440
0.618 4.386
0.500 4.370
0.382 4.353
LOW 4.299
0.618 4.212
1.000 4.158
1.618 4.071
2.618 3.930
4.250 3.700
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 4.370 4.412
PP 4.358 4.386
S1 4.347 4.361

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

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