NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 4.265 4.288 0.023 0.5% 4.148
High 4.326 4.334 0.008 0.2% 4.443
Low 4.194 4.244 0.050 1.2% 4.139
Close 4.287 4.251 -0.036 -0.8% 4.351
Range 0.132 0.090 -0.042 -31.8% 0.304
ATR 0.111 0.110 -0.002 -1.4% 0.000
Volume 141,773 133,922 -7,851 -5.5% 1,041,643
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.546 4.489 4.301
R3 4.456 4.399 4.276
R2 4.366 4.366 4.268
R1 4.309 4.309 4.259 4.293
PP 4.276 4.276 4.276 4.268
S1 4.219 4.219 4.243 4.203
S2 4.186 4.186 4.235
S3 4.096 4.129 4.226
S4 4.006 4.039 4.202
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 4.194 0.249 5.9% 0.113 2.7% 23% False False 170,166
10 4.443 3.951 0.492 11.6% 0.124 2.9% 61% False False 194,713
20 4.443 3.599 0.844 19.9% 0.107 2.5% 77% False False 153,015
40 4.443 3.465 0.978 23.0% 0.100 2.3% 80% False False 106,942
60 4.443 3.465 0.978 23.0% 0.095 2.2% 80% False False 89,347
80 4.443 3.465 0.978 23.0% 0.093 2.2% 80% False False 74,381
100 4.443 3.465 0.978 23.0% 0.089 2.1% 80% False False 64,645
120 4.443 3.465 0.978 23.0% 0.090 2.1% 80% False False 56,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.717
2.618 4.570
1.618 4.480
1.000 4.424
0.618 4.390
HIGH 4.334
0.618 4.300
0.500 4.289
0.382 4.278
LOW 4.244
0.618 4.188
1.000 4.154
1.618 4.098
2.618 4.008
4.250 3.862
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 4.289 4.264
PP 4.276 4.260
S1 4.264 4.255

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

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