NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 3.954 3.990 0.036 0.9% 3.800
High 4.034 4.037 0.003 0.1% 4.037
Low 3.945 3.990 0.045 1.1% 3.798
Close 3.976 4.023 0.047 1.2% 4.023
Range 0.089 0.047 -0.042 -47.2% 0.239
ATR 0.085 0.084 -0.002 -2.0% 0.000
Volume 83,901 95,421 11,520 13.7% 423,249
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.158 4.137 4.049
R3 4.111 4.090 4.036
R2 4.064 4.064 4.032
R1 4.043 4.043 4.027 4.054
PP 4.017 4.017 4.017 4.022
S1 3.996 3.996 4.019 4.007
S2 3.970 3.970 4.014
S3 3.923 3.949 4.010
S4 3.876 3.902 3.997
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.670 4.585 4.154
R3 4.431 4.346 4.089
R2 4.192 4.192 4.067
R1 4.107 4.107 4.045 4.150
PP 3.953 3.953 3.953 3.974
S1 3.868 3.868 4.001 3.911
S2 3.714 3.714 3.979
S3 3.475 3.629 3.957
S4 3.236 3.390 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.037 3.798 0.239 5.9% 0.079 2.0% 94% True False 84,649
10 4.037 3.750 0.287 7.1% 0.075 1.9% 95% True False 60,150
20 4.125 3.731 0.394 9.8% 0.082 2.0% 74% False False 48,004
40 4.125 3.731 0.394 9.8% 0.080 2.0% 74% False False 36,777
60 4.125 3.565 0.560 13.9% 0.080 2.0% 82% False False 32,805
80 4.250 3.565 0.685 17.0% 0.086 2.1% 67% False False 28,932
100 4.665 3.565 1.100 27.3% 0.085 2.1% 42% False False 26,875
120 4.825 3.565 1.260 31.3% 0.089 2.2% 36% False False 25,383
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.237
2.618 4.160
1.618 4.113
1.000 4.084
0.618 4.066
HIGH 4.037
0.618 4.019
0.500 4.014
0.382 4.008
LOW 3.990
0.618 3.961
1.000 3.943
1.618 3.914
2.618 3.867
4.250 3.790
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 4.020 4.011
PP 4.017 4.000
S1 4.014 3.988

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

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