NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 4.051 4.045 -0.006 -0.1% 3.866
High 4.065 4.125 0.060 1.5% 3.995
Low 3.996 4.002 0.006 0.2% 3.846
Close 4.033 4.050 0.017 0.4% 3.989
Range 0.069 0.123 0.054 78.3% 0.149
ATR 0.084 0.087 0.003 3.3% 0.000
Volume 39,465 40,079 614 1.6% 132,012
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.428 4.362 4.118
R3 4.305 4.239 4.084
R2 4.182 4.182 4.073
R1 4.116 4.116 4.061 4.149
PP 4.059 4.059 4.059 4.076
S1 3.993 3.993 4.039 4.026
S2 3.936 3.936 4.027
S3 3.813 3.870 4.016
S4 3.690 3.747 3.982
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 4.125 3.914 0.211 5.2% 0.088 2.2% 64% True False 35,164
10 4.125 3.846 0.279 6.9% 0.086 2.1% 73% True False 30,964
20 4.125 3.846 0.279 6.9% 0.083 2.1% 73% True False 28,168
40 4.125 3.565 0.560 13.8% 0.080 2.0% 87% True False 26,545
60 4.137 3.565 0.572 14.1% 0.086 2.1% 85% False False 23,900
80 4.542 3.565 0.977 24.1% 0.086 2.1% 50% False False 22,519
100 4.825 3.565 1.260 31.1% 0.089 2.2% 38% False False 21,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 4.648
2.618 4.447
1.618 4.324
1.000 4.248
0.618 4.201
HIGH 4.125
0.618 4.078
0.500 4.064
0.382 4.049
LOW 4.002
0.618 3.926
1.000 3.879
1.618 3.803
2.618 3.680
4.250 3.479
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 4.064 4.061
PP 4.059 4.057
S1 4.055 4.054

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

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