NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 4.275 4.265 -0.010 -0.2% 4.148
High 4.318 4.326 0.008 0.2% 4.443
Low 4.203 4.194 -0.009 -0.2% 4.139
Close 4.279 4.287 0.008 0.2% 4.351
Range 0.115 0.132 0.017 14.8% 0.304
ATR 0.109 0.111 0.002 1.5% 0.000
Volume 163,405 141,773 -21,632 -13.2% 1,041,643
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.665 4.608 4.360
R3 4.533 4.476 4.323
R2 4.401 4.401 4.311
R1 4.344 4.344 4.299 4.373
PP 4.269 4.269 4.269 4.283
S1 4.212 4.212 4.275 4.241
S2 4.137 4.137 4.263
S3 4.005 4.080 4.251
S4 3.873 3.948 4.214
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 4.172 0.271 6.3% 0.130 3.0% 42% False False 191,891
10 4.443 3.951 0.492 11.5% 0.121 2.8% 68% False False 191,772
20 4.443 3.596 0.847 19.8% 0.107 2.5% 82% False False 149,639
40 4.443 3.465 0.978 22.8% 0.100 2.3% 84% False False 104,498
60 4.443 3.465 0.978 22.8% 0.096 2.2% 84% False False 87,497
80 4.443 3.465 0.978 22.8% 0.093 2.2% 84% False False 72,879
100 4.443 3.465 0.978 22.8% 0.089 2.1% 84% False False 63,496
120 4.443 3.465 0.978 22.8% 0.090 2.1% 84% False False 56,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.887
2.618 4.672
1.618 4.540
1.000 4.458
0.618 4.408
HIGH 4.326
0.618 4.276
0.500 4.260
0.382 4.244
LOW 4.194
0.618 4.112
1.000 4.062
1.618 3.980
2.618 3.848
4.250 3.633
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 4.278 4.319
PP 4.269 4.308
S1 4.260 4.298

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

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