NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 4.345 4.389 0.044 1.0% 4.148
High 4.434 4.443 0.009 0.2% 4.443
Low 4.307 4.341 0.034 0.8% 4.139
Close 4.409 4.351 -0.058 -1.3% 4.351
Range 0.127 0.102 -0.025 -19.7% 0.304
ATR 0.107 0.106 0.000 -0.3% 0.000
Volume 252,804 158,929 -93,875 -37.1% 1,041,643
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.684 4.620 4.407
R3 4.582 4.518 4.379
R2 4.480 4.480 4.370
R1 4.416 4.416 4.360 4.397
PP 4.378 4.378 4.378 4.369
S1 4.314 4.314 4.342 4.295
S2 4.276 4.276 4.332
S3 4.174 4.212 4.323
S4 4.072 4.110 4.295
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.223 5.091 4.518
R3 4.919 4.787 4.435
R2 4.615 4.615 4.407
R1 4.483 4.483 4.379 4.549
PP 4.311 4.311 4.311 4.344
S1 4.179 4.179 4.323 4.245
S2 4.007 4.007 4.295
S3 3.703 3.875 4.267
S4 3.399 3.571 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.443 4.139 0.304 7.0% 0.120 2.8% 70% True False 208,328
10 4.443 3.897 0.546 12.5% 0.113 2.6% 83% True False 187,245
20 4.443 3.596 0.847 19.5% 0.104 2.4% 89% True False 141,008
40 4.443 3.465 0.978 22.5% 0.100 2.3% 91% True False 99,007
60 4.443 3.465 0.978 22.5% 0.094 2.2% 91% True False 83,603
80 4.443 3.465 0.978 22.5% 0.091 2.1% 91% True False 69,744
100 4.443 3.465 0.978 22.5% 0.088 2.0% 91% True False 60,780
120 4.443 3.465 0.978 22.5% 0.090 2.1% 91% True False 53,751
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.710
1.618 4.608
1.000 4.545
0.618 4.506
HIGH 4.443
0.618 4.404
0.500 4.392
0.382 4.380
LOW 4.341
0.618 4.278
1.000 4.239
1.618 4.176
2.618 4.074
4.250 3.908
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 4.392 4.337
PP 4.378 4.322
S1 4.365 4.308

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

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