NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 3.990 4.064 0.074 1.9% 3.800
High 4.037 4.092 0.055 1.4% 4.037
Low 3.990 4.002 0.012 0.3% 3.798
Close 4.023 4.059 0.036 0.9% 4.023
Range 0.047 0.090 0.043 91.5% 0.239
ATR 0.084 0.084 0.000 0.5% 0.000
Volume 95,421 85,015 -10,406 -10.9% 423,249
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.321 4.280 4.109
R3 4.231 4.190 4.084
R2 4.141 4.141 4.076
R1 4.100 4.100 4.067 4.076
PP 4.051 4.051 4.051 4.039
S1 4.010 4.010 4.051 3.986
S2 3.961 3.961 4.043
S3 3.871 3.920 4.034
S4 3.781 3.830 4.010
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 4.092 3.896 0.196 4.8% 0.072 1.8% 83% True False 95,023
10 4.092 3.750 0.342 8.4% 0.079 1.9% 90% True False 66,122
20 4.125 3.731 0.394 9.7% 0.080 2.0% 83% False False 50,982
40 4.125 3.731 0.394 9.7% 0.081 2.0% 83% False False 38,361
60 4.125 3.565 0.560 13.8% 0.081 2.0% 88% False False 33,604
80 4.231 3.565 0.666 16.4% 0.086 2.1% 74% False False 29,833
100 4.665 3.565 1.100 27.1% 0.086 2.1% 45% False False 27,523
120 4.825 3.565 1.260 31.0% 0.089 2.2% 39% False False 25,994
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 0.013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.475
2.618 4.328
1.618 4.238
1.000 4.182
0.618 4.148
HIGH 4.092
0.618 4.058
0.500 4.047
0.382 4.036
LOW 4.002
0.618 3.946
1.000 3.912
1.618 3.856
2.618 3.766
4.250 3.620
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 4.055 4.046
PP 4.051 4.032
S1 4.047 4.019

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

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