NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 4.053 4.051 -0.002 0.0% 3.866
High 4.076 4.065 -0.011 -0.3% 3.995
Low 4.027 3.996 -0.031 -0.8% 3.846
Close 4.054 4.033 -0.021 -0.5% 3.989
Range 0.049 0.069 0.020 40.8% 0.149
ATR 0.085 0.084 -0.001 -1.4% 0.000
Volume 32,997 39,465 6,468 19.6% 132,012
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.238 4.205 4.071
R3 4.169 4.136 4.052
R2 4.100 4.100 4.046
R1 4.067 4.067 4.039 4.049
PP 4.031 4.031 4.031 4.023
S1 3.998 3.998 4.027 3.980
S2 3.962 3.962 4.020
S3 3.893 3.929 4.014
S4 3.824 3.860 3.995
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.390 4.339 4.071
R3 4.241 4.190 4.030
R2 4.092 4.092 4.016
R1 4.041 4.041 4.003 4.067
PP 3.943 3.943 3.943 3.956
S1 3.892 3.892 3.975 3.918
S2 3.794 3.794 3.962
S3 3.645 3.743 3.948
S4 3.496 3.594 3.907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.076 3.855 0.221 5.5% 0.085 2.1% 81% False False 33,878
10 4.076 3.846 0.230 5.7% 0.086 2.1% 81% False False 29,990
20 4.076 3.846 0.230 5.7% 0.080 2.0% 81% False False 27,141
40 4.094 3.565 0.529 13.1% 0.079 2.0% 88% False False 25,841
60 4.137 3.565 0.572 14.2% 0.086 2.1% 82% False False 23,545
80 4.665 3.565 1.100 27.3% 0.087 2.1% 43% False False 22,121
100 4.825 3.565 1.260 31.2% 0.090 2.2% 37% False False 21,455
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.358
2.618 4.246
1.618 4.177
1.000 4.134
0.618 4.108
HIGH 4.065
0.618 4.039
0.500 4.031
0.382 4.022
LOW 3.996
0.618 3.953
1.000 3.927
1.618 3.884
2.618 3.815
4.250 3.703
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 4.032 4.024
PP 4.031 4.015
S1 4.031 4.006

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

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