NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 4.045 4.039 -0.006 -0.1% 4.005
High 4.125 4.045 -0.080 -1.9% 4.125
Low 4.002 3.994 -0.008 -0.2% 3.935
Close 4.050 4.024 -0.026 -0.6% 4.024
Range 0.123 0.051 -0.072 -58.5% 0.190
ATR 0.087 0.085 -0.002 -2.5% 0.000
Volume 40,079 50,415 10,336 25.8% 188,419
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.174 4.150 4.052
R3 4.123 4.099 4.038
R2 4.072 4.072 4.033
R1 4.048 4.048 4.029 4.035
PP 4.021 4.021 4.021 4.014
S1 3.997 3.997 4.019 3.984
S2 3.970 3.970 4.015
S3 3.919 3.946 4.010
S4 3.868 3.895 3.996
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.598 4.501 4.129
R3 4.408 4.311 4.076
R2 4.218 4.218 4.059
R1 4.121 4.121 4.041 4.170
PP 4.028 4.028 4.028 4.052
S1 3.931 3.931 4.007 3.980
S2 3.838 3.838 3.989
S3 3.648 3.741 3.972
S4 3.458 3.551 3.920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.125 3.935 0.190 4.7% 0.082 2.0% 47% False False 37,683
10 4.125 3.846 0.279 6.9% 0.083 2.1% 64% False False 32,043
20 4.125 3.846 0.279 6.9% 0.083 2.1% 64% False False 29,613
40 4.125 3.565 0.560 13.9% 0.079 2.0% 82% False False 27,471
60 4.137 3.565 0.572 14.2% 0.086 2.1% 80% False False 24,419
80 4.507 3.565 0.942 23.4% 0.085 2.1% 49% False False 22,945
100 4.825 3.565 1.260 31.3% 0.089 2.2% 36% False False 21,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.262
2.618 4.179
1.618 4.128
1.000 4.096
0.618 4.077
HIGH 4.045
0.618 4.026
0.500 4.020
0.382 4.013
LOW 3.994
0.618 3.962
1.000 3.943
1.618 3.911
2.618 3.860
4.250 3.777
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 4.023 4.060
PP 4.021 4.048
S1 4.020 4.036

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

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