NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 3.649 3.599 -0.050 -1.4% 3.866
High 3.657 3.599 -0.058 -1.6% 3.866
Low 3.585 3.485 -0.100 -2.8% 3.585
Close 3.591 3.524 -0.067 -1.9% 3.591
Range 0.072 0.114 0.042 58.3% 0.281
ATR 0.090 0.091 0.002 1.9% 0.000
Volume 54,530 61,596 7,066 13.0% 234,091
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.878 3.815 3.587
R3 3.764 3.701 3.555
R2 3.650 3.650 3.545
R1 3.587 3.587 3.534 3.562
PP 3.536 3.536 3.536 3.523
S1 3.473 3.473 3.514 3.448
S2 3.422 3.422 3.503
S3 3.308 3.359 3.493
S4 3.194 3.245 3.461
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.524 4.338 3.746
R3 4.243 4.057 3.668
R2 3.962 3.962 3.643
R1 3.776 3.776 3.617 3.729
PP 3.681 3.681 3.681 3.657
S1 3.495 3.495 3.565 3.448
S2 3.400 3.400 3.539
S3 3.119 3.214 3.514
S4 2.838 2.933 3.436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.760 3.485 0.275 7.8% 0.079 2.2% 14% False True 53,074
10 3.909 3.485 0.424 12.0% 0.089 2.5% 9% False True 46,720
20 4.092 3.485 0.607 17.2% 0.088 2.5% 6% False True 58,833
40 4.125 3.485 0.640 18.2% 0.087 2.5% 6% False True 46,464
60 4.125 3.485 0.640 18.2% 0.084 2.4% 6% False True 39,628
80 4.137 3.485 0.652 18.5% 0.085 2.4% 6% False True 35,271
100 4.295 3.485 0.810 23.0% 0.087 2.5% 5% False True 31,889
120 4.665 3.485 1.180 33.5% 0.087 2.5% 3% False True 29,446
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 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.084
2.618 3.897
1.618 3.783
1.000 3.713
0.618 3.669
HIGH 3.599
0.618 3.555
0.500 3.542
0.382 3.529
LOW 3.485
0.618 3.415
1.000 3.371
1.618 3.301
2.618 3.187
4.250 3.001
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 3.542 3.617
PP 3.536 3.586
S1 3.530 3.555

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

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